-16.8%
PPG vs BURL
-11.0%
-5.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.0% |
| 7D | -1.5% | -2.8% | +1.3% | -0.8% |
| 30D | -5.0% | -28.2% | +23.2% | +2.7% |
| 3M | +1.1% | -17.6% | +18.7% | +5.6% |
| 6M | -3.2% | -11.8% | +8.6% | -0.9% |
| YTD | +11.9% | -8.1% | +20.0% | +13.2% |
| 1Y | +5.3% | -12.0% | +17.3% | +6.9% |
| 3Y | -15.0% | +63.3% | -78.3% | -28.3% |
| All | -16.8% | -11.0% | -5.8% | -24.7% |
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 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