+162.6%
PAYX vs BURL
+192.8%
-30.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -7.9% | -7.9% | 0.0% | -6.4% |
| 30D | -5.0% | -33.7% | +28.6% | +2.9% |
| 3M | +15.1% | -27.2% | +42.3% | +22.2% |
| 6M | +23.9% | -22.1% | +46.0% | +29.0% |
| YTD | +6.2% | -17.6% | +23.8% | +8.9% |
| 1Y | -9.6% | -14.9% | +5.2% | -8.6% |
| 3Y | +5.8% | +52.5% | -46.7% | -9.9% |
| 5Y | +22.0% | -17.1% | +39.1% | +16.0% |
| All | +162.6% | +192.8% | -30.2% | +97.6% |
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