-10.9%
PAYX vs BURL
-17.0%
+6.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | -1.8% |
| 7D | -7.5% | -7.0% | -0.5% | -7.4% |
| 30D | -5.3% | -35.6% | +30.3% | -5.1% |
| 3M | +15.6% | -26.3% | +41.9% | +16.1% |
| 6M | +19.5% | -20.7% | +40.1% | +19.7% |
| YTD | +5.8% | -17.2% | +23.0% | +6.0% |
| 1Y | -10.9% | -15.0% | +4.2% | -11.8% |
| All | -10.9% | -17.0% | +6.1% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling