+240.7%
BURL vs PAYC
+453.6%
-212.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.1% | +3.5% | -0.2% |
| 7D | +4.1% | -10.2% | +14.3% | +7.3% |
| 30D | -9.5% | +6.1% | -15.6% | -11.1% |
| 3M | -33.5% | +10.1% | -43.6% | -35.6% |
| 6M | -22.1% | +88.6% | -110.7% | -36.9% |
| YTD | -14.6% | +50.0% | -64.6% | -26.6% |
| 1Y | -8.4% | +46.1% | -54.4% | -20.8% |
| 3Y | +86.6% | +51.2% | +35.4% | +52.2% |
| 5Y | -17.2% | -51.7% | +34.5% | -6.5% |
| All | +240.7% | +453.6% | -212.9% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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