+337.9%
PAYX vs BURL
+1,015.7%
-677.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -2.8% |
| 7D | -0.6% | +7.7% | -8.3% | -2.1% |
| 30D | +11.5% | -7.1% | +18.6% | +12.9% |
| 3M | -3.4% | -30.3% | +26.9% | +3.0% |
| 6M | +26.3% | -15.5% | +41.9% | +29.2% |
| YTD | +6.9% | -11.0% | +17.8% | +7.6% |
| 1Y | +7.1% | -8.4% | +15.5% | +6.8% |
| 3Y | +12.6% | +96.7% | -84.1% | -8.1% |
| 5Y | +9.5% | -14.1% | +23.6% | +3.5% |
| 10Y | +184.3% | +255.1% | -70.8% | +98.9% |
| All | +337.9% | +1,015.7% | -677.8% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling