-12.0%
BURL vs PSLV
+57.1%
-69.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | -28.2% | +7.3% | -35.4% | -28.4% |
| 3M | -17.6% | -7.4% | -10.2% | -17.3% |
| 6M | -11.8% | -20.3% | +8.5% | -11.3% |
| YTD | -8.1% | -8.2% | +0.1% | -11.7% |
| 1Y | -12.0% | +57.9% | -69.9% | -19.3% |
| All | -12.0% | +57.1% | -69.1% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling