-2.4%
PNR vs BURL
-17.2%
+14.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | +2.8% | +4.1% | -1.3% | +1.8% |
| 30D | +31.2% | -9.5% | +40.6% | +34.3% |
| 3M | -2.1% | -33.5% | +31.4% | +8.1% |
| 6M | -14.0% | -22.1% | +8.1% | -9.3% |
| YTD | -33.6% | -14.6% | -19.0% | -31.9% |
| 1Y | -35.2% | -8.4% | -26.8% | -35.1% |
| 3Y | +15.8% | +86.6% | -70.7% | -4.9% |
| All | -2.4% | -17.2% | +14.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling