+121.1%
PPL vs BURL
+1,021.0%
-899.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -1.0% |
| 7D | +1.8% | +10.4% | -8.6% | +0.4% |
| 30D | +8.4% | -4.9% | +13.3% | +9.0% |
| 3M | +2.4% | -29.8% | +32.1% | +7.0% |
| 6M | -4.0% | -16.5% | +12.5% | -2.2% |
| YTD | +4.5% | -10.5% | +15.0% | +5.0% |
| 1Y | +1.7% | -5.3% | +7.0% | +1.2% |
| 3Y | +55.5% | +95.1% | -39.6% | +34.8% |
| 5Y | +47.0% | -12.1% | +59.1% | +40.3% |
| 10Y | +62.4% | +273.2% | -210.8% | +30.8% |
| All | +121.1% | +1,021.0% | -899.8% | +77.3% |
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