+2.8%
PPG vs BURL
+86.7%
-84.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +2.4% | +4.1% | -1.7% | +1.6% |
| 30D | +16.5% | -9.5% | +25.9% | +18.8% |
| 3M | +5.1% | -33.5% | +38.6% | +13.9% |
| 6M | +11.1% | -22.1% | +33.2% | +16.1% |
| YTD | +21.7% | -14.6% | +36.2% | +24.7% |
| 1Y | +32.0% | -8.4% | +40.3% | +32.8% |
| 3Y | +2.8% | +86.6% | -83.8% | -3.7% |
| All | +2.8% | +86.7% | -84.0% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling