+160.5%
PR vs BURL
+351.2%
-190.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +7.7% | -14.2% | -8.6% |
| 7D | -12.1% | +10.4% | -22.5% | -14.6% |
| 30D | +0.9% | -4.9% | +5.8% | +1.8% |
| 3M | +10.1% | -29.8% | +39.9% | +19.9% |
| 6M | +1.1% | -16.5% | +17.6% | +3.9% |
| YTD | +63.7% | -10.5% | +74.2% | +63.5% |
| 1Y | +87.0% | -5.3% | +92.3% | +82.6% |
| 3Y | +70.7% | +95.1% | -24.3% | +31.2% |
| 5Y | +246.8% | -12.1% | +258.9% | +223.2% |
| 10Y | +72.6% | +273.2% | -200.6% | +37.4% |
| All | +160.5% | +351.2% | -190.8% | +105.3% |
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 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