+62.1%
PR vs BURL
+258.4%
-196.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -1.9% | -4.1% |
| 7D | -16.5% | +3.5% | -20.0% | -17.5% |
| 30D | -4.5% | -9.3% | +4.8% | -2.4% |
| 3M | +8.5% | -32.1% | +40.6% | +19.5% |
| 6M | -3.3% | -19.8% | +16.5% | +0.6% |
| YTD | +55.7% | -13.2% | +68.9% | +56.8% |
| 1Y | +82.0% | -7.8% | +89.9% | +78.9% |
| 3Y | +62.5% | +89.3% | -26.9% | +24.7% |
| 5Y | +223.9% | -15.8% | +239.7% | +205.6% |
| All | +62.1% | +258.4% | -196.3% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling