+33.0%
PRU vs BURL
-17.9%
+50.8%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.7% | -1.1% | +5.5% |
| 7D | +9.8% | +10.4% | -0.6% | +8.4% |
| 30D | +11.6% | -4.9% | +16.5% | +11.5% |
| 3M | +3.7% | -29.8% | +33.4% | +6.8% |
| 6M | +33.0% | -16.5% | +49.4% | +34.7% |
| All | +33.0% | -17.9% | +50.8% | +34.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling