+39.4%
PPL vs BURL
-11.0%
+50.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | +2.7% | -2.8% | +5.5% | +2.9% |
| 30D | +0.5% | -28.2% | +28.6% | +2.8% |
| 3M | +0.7% | -17.6% | +18.3% | +1.9% |
| 6M | -7.6% | -11.8% | +4.2% | -7.1% |
| YTD | +1.8% | -8.1% | +10.0% | +2.0% |
| 1Y | -0.8% | -12.0% | +11.2% | -0.4% |
| 3Y | +56.9% | +63.3% | -6.4% | +46.3% |
| All | +39.4% | -11.0% | +50.4% | +29.5% |
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