+14.8%
PL vs BURL
-23.7%
+38.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.9% | -7.2% | -9.0% |
| 7D | -20.5% | +3.5% | -24.0% | -21.8% |
| 30D | -38.8% | -9.3% | -29.5% | -36.5% |
| 3M | -49.1% | -32.1% | -17.0% | -41.2% |
| 6M | -69.4% | -19.8% | -49.6% | -67.3% |
| YTD | -42.3% | -13.2% | -29.2% | -41.1% |
| 1Y | -14.2% | -7.8% | -6.4% | -15.7% |
| 3Y | +398.7% | +89.3% | +309.4% | +277.7% |
| 5Y | +11.1% | -15.8% | +27.0% | -3.1% |
| All | +14.8% | -23.7% | +38.6% | 0.0% |
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