+24.8%
PL vs BURL
-10.9%
+35.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.7% | -14.1% | -9.6% |
| 7D | -11.7% | +10.4% | -22.1% | -15.6% |
| 30D | -27.1% | -4.9% | -22.2% | -25.8% |
| 3M | -44.6% | -29.8% | -14.8% | -36.4% |
| 6M | -67.2% | -16.5% | -50.7% | -65.5% |
| YTD | -35.9% | -10.5% | -25.3% | -35.4% |
| 1Y | -0.4% | -5.3% | +4.9% | -3.6% |
| 3Y | +454.8% | +95.1% | +359.8% | +303.2% |
| 5Y | +24.8% | -12.1% | +36.8% | +8.9% |
| All | +24.8% | -10.9% | +35.7% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling