-12.0%
BURL vs PSLV
+54.2%
-66.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.7% |
| 7D | -2.6% | +2.7% | -5.2% | -2.7% |
| 30D | -30.8% | +3.5% | -34.2% | -30.9% |
| 3M | -18.7% | +0.3% | -18.9% | -18.7% |
| 6M | -16.4% | -21.0% | +4.6% | -15.9% |
| YTD | -11.6% | -8.9% | -2.7% | -14.9% |
| 1Y | -12.0% | +54.0% | -66.0% | -20.9% |
| All | -12.0% | +54.2% | -66.2% | -20.9% |
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