+244.8%
PSA vs BURL
+1,021.0%
-776.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.7% | -4.9% | +1.9% |
| 7D | +10.5% | +10.4% | +0.1% | +9.2% |
| 30D | +21.7% | -4.9% | +26.6% | +22.4% |
| 3M | +6.1% | -29.8% | +35.8% | +10.4% |
| 6M | +18.3% | -16.5% | +34.8% | +20.3% |
| YTD | +36.1% | -10.5% | +46.6% | +37.0% |
| 1Y | +29.3% | -5.3% | +34.6% | +29.0% |
| 3Y | +52.7% | +95.1% | -42.3% | +37.4% |
| 5Y | +28.8% | -12.1% | +40.9% | +24.2% |
| 10Y | +149.6% | +273.2% | -123.5% | +96.6% |
| All | +244.8% | +1,021.0% | -776.1% | +154.4% |
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 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