+54.9%
PSA vs BURL
+89.8%
-34.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | -0.3% |
| 7D | +7.4% | +3.5% | +3.9% | +6.9% |
| 30D | +19.1% | -9.3% | +28.4% | +20.4% |
| 3M | +5.1% | -32.1% | +37.2% | +9.6% |
| 6M | +16.2% | -19.8% | +36.0% | +18.6% |
| YTD | +35.2% | -13.2% | +48.3% | +36.6% |
| 1Y | +27.1% | -7.8% | +35.0% | +27.4% |
| All | +54.9% | +89.8% | -34.9% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling