+184.8%
PAAS vs BURL
+258.4%
-73.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -1.8% |
| 7D | -0.4% | +3.5% | -3.9% | -0.8% |
| 30D | -11.6% | -9.3% | -2.3% | -10.5% |
| 3M | -15.6% | -32.1% | +16.5% | -11.5% |
| 6M | -19.1% | -19.8% | +0.7% | -17.3% |
| YTD | -20.9% | -13.2% | -7.8% | -20.1% |
| 1Y | +21.3% | -7.8% | +29.1% | +21.3% |
| 3Y | +177.4% | +89.3% | +88.1% | +150.1% |
| 5Y | +71.3% | -15.8% | +87.2% | +63.6% |
| All | +184.8% | +258.4% | -73.6% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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