+242.6%
PSA vs BURL
+987.9%
-745.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 6M | +16.2% | -19.8% | +36.0% | +18.7% |
| YTD | +35.2% | -13.2% | +48.3% | +36.6% |
| 1Y | +27.1% | -7.8% | +35.0% | +27.3% |
| 3Y | +51.7% | +89.3% | -37.6% | +37.0% |
| 5Y | +31.8% | -15.8% | +47.6% | +27.8% |
| 10Y | +148.0% | +262.2% | -114.2% | +96.0% |
| All | +242.6% | +987.9% | -745.4% | +153.6% |
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