+78.6%
PR vs BURL
+95.5%
-17.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +7.7% | -14.2% | -7.8% |
| 7D | -12.1% | +10.4% | -22.5% | -13.7% |
| 30D | +0.9% | -4.9% | +5.8% | +1.6% |
| 3M | +10.1% | -29.8% | +39.9% | +17.6% |
| 6M | +1.1% | -16.5% | +17.6% | +3.2% |
| YTD | +63.7% | -10.5% | +74.2% | +62.4% |
| 1Y | +87.0% | -5.3% | +92.3% | +81.4% |
| All | +78.6% | +95.5% | -17.0% | +56.3% |
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