+359.7%
PAYX vs BURL
+1,051.1%
-691.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -3.2% |
| 7D | -4.2% | -2.8% | -1.4% | -3.7% |
| 30D | +2.9% | -28.2% | +31.1% | +9.4% |
| 3M | +23.6% | -17.6% | +41.2% | +27.8% |
| 6M | +30.0% | -11.8% | +41.8% | +31.9% |
| YTD | +12.2% | -8.1% | +20.3% | +12.6% |
| 1Y | -7.5% | -12.0% | +4.5% | -6.9% |
| 3Y | +10.1% | +63.3% | -53.2% | -6.2% |
| 5Y | +25.1% | -10.8% | +35.9% | +17.4% |
| 10Y | +171.7% | +215.9% | -44.2% | +93.7% |
| All | +359.7% | +1,051.1% | -691.4% | +183.8% |
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 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