+221.9%
BURL vs PSLV
+142.8%
+79.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.3% |
| 7D | -1.6% | -6.3% | +4.7% | -0.7% |
| 30D | -7.7% | -12.7% | +4.9% | -6.1% |
| 3M | -31.7% | -24.7% | -6.9% | -29.2% |
| 6M | -15.2% | -44.6% | +29.4% | -8.5% |
| YTD | -15.9% | -33.3% | +17.4% | -15.0% |
| 1Y | -14.2% | -8.6% | -5.6% | -18.7% |
| 3Y | +93.5% | +108.2% | -14.7% | +53.7% |
| 5Y | -9.9% | +79.1% | -89.0% | -27.8% |
| All | +221.9% | +142.8% | +79.2% | +96.1% |
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