-0.4%
PL vs BURL
-4.6%
+4.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.7% | -14.1% | -6.8% |
| 7D | -11.7% | +10.4% | -22.1% | -12.3% |
| 30D | -27.1% | -4.9% | -22.2% | -26.5% |
| 3M | -44.6% | -29.8% | -14.8% | -43.8% |
| 6M | -67.2% | -16.5% | -50.7% | -67.1% |
| YTD | -35.9% | -10.5% | -25.3% | -35.4% |
| 1Y | -0.4% | -5.3% | +4.9% | 0.0% |
| All | -0.4% | -4.6% | +4.2% | 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 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