+119.0%
PAAS vs BURL
-11.0%
+129.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.8% |
| 7D | -2.9% | -2.8% | -0.1% | -2.5% |
| 30D | +6.8% | -28.2% | +35.0% | +12.3% |
| 3M | -2.9% | -17.6% | +14.7% | -0.3% |
| 6M | -16.4% | -11.8% | -4.7% | -15.4% |
| YTD | 0.0% | -8.1% | +8.2% | +0.5% |
| 1Y | +54.3% | -12.0% | +66.3% | +55.4% |
| 3Y | +230.7% | +63.3% | +167.4% | +196.2% |
| All | +119.0% | -11.0% | +129.9% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling