-85.1%
PSKY vs BURL
+263.7%
-348.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -4.5% |
| 7D | -24.6% | -5.2% | -19.4% | -23.8% |
| 30D | -36.1% | +13.1% | -49.2% | -37.9% |
| 3M | -53.8% | -6.9% | -47.0% | -59.0% |
| 6M | -53.8% | -6.9% | -47.0% | -59.0% |
| YTD | -53.8% | -6.9% | -47.0% | -59.0% |
| 1Y | -58.4% | -4.3% | -54.1% | -63.4% |
| 3Y | -40.7% | +113.2% | -153.9% | -63.4% |
| 5Y | -80.0% | -2.3% | -77.7% | -84.5% |
| All | -85.1% | +263.7% | -348.9% | -91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling