+206.5%
BURL vs PSLV
+183.8%
+22.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.6% |
| 7D | -2.6% | +2.7% | -5.2% | -2.9% |
| 30D | -30.8% | +3.5% | -34.2% | -31.2% |
| 3M | -18.7% | +0.3% | -18.9% | -19.0% |
| 6M | -16.4% | -21.0% | +4.6% | -14.4% |
| YTD | -11.6% | -8.9% | -2.7% | -14.0% |
| 1Y | -12.0% | +54.0% | -66.0% | -23.0% |
| 3Y | +63.6% | +175.4% | -111.8% | +26.6% |
| 5Y | -12.6% | +157.7% | -170.2% | -32.8% |
| 10Y | +206.5% | +184.9% | +21.6% | +88.4% |
| All | +206.5% | +183.8% | +22.7% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling