+93.5%
BURL vs PSLV
+110.4%
-16.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.4% |
| 7D | -1.6% | -6.3% | +4.7% | -1.0% |
| 30D | -7.7% | -12.7% | +4.9% | -6.7% |
| 3M | -31.7% | -24.7% | -6.9% | -30.1% |
| 6M | -15.2% | -44.6% | +29.4% | -10.9% |
| YTD | -15.9% | -33.3% | +17.4% | -17.1% |
| 1Y | -14.2% | -8.6% | -5.6% | -20.4% |
| 3Y | +93.5% | +108.2% | -14.7% | +47.6% |
| All | +93.5% | +110.4% | -16.9% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling