+95.7%
PNR vs BURL
+987.9%
-892.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.4% |
| 7D | +6.0% | +3.5% | +2.5% | +5.0% |
| 30D | +32.4% | -9.3% | +41.7% | +35.5% |
| 3M | +1.6% | -32.1% | +33.7% | +11.5% |
| 6M | -9.5% | -19.8% | +10.3% | -5.3% |
| YTD | -32.0% | -13.2% | -18.8% | -30.5% |
| 1Y | -34.4% | -7.8% | -26.6% | -34.4% |
| 3Y | +17.4% | +89.3% | -71.9% | -4.7% |
| 5Y | +0.5% | -15.8% | +16.3% | -4.3% |
| 10Y | +122.2% | +262.2% | -140.0% | +58.2% |
| All | +95.7% | +987.9% | -892.2% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling