+81.2%
PAAS vs BURL
-10.9%
+92.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +7.7% | +0.7% | +7.1% |
| 7D | -1.1% | +10.4% | -11.5% | -2.6% |
| 30D | -8.5% | -4.9% | -3.5% | -7.7% |
| 3M | -7.3% | -29.8% | +22.5% | -2.2% |
| 6M | -18.3% | -16.5% | -1.8% | -16.6% |
| YTD | -19.2% | -10.5% | -8.6% | -18.6% |
| 1Y | +26.1% | -5.3% | +31.5% | +25.4% |
| 3Y | +183.6% | +95.1% | +88.5% | +145.8% |
| 5Y | +81.2% | -12.1% | +93.2% | +66.1% |
| All | +81.2% | -10.9% | +92.1% | +66.1% |
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