-15.9%
BURL vs PSLV
+97.9%
-113.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +4.1% | +5.1% | -1.0% | +3.5% |
| 30D | -9.5% | -13.3% | +3.9% | -8.1% |
| 3M | -33.5% | -16.5% | -17.0% | -32.4% |
| 6M | -22.1% | -32.8% | +10.7% | -19.0% |
| YTD | -14.6% | -28.8% | +14.2% | -15.6% |
| 1Y | -8.4% | +5.8% | -14.2% | -17.0% |
| 3Y | +86.6% | +114.8% | -28.2% | +41.5% |
| All | -15.9% | +97.9% | -113.8% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling