-42.7%
PSKY vs BURL
+98.8%
-141.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -5.0% |
| 7D | -24.6% | -5.2% | -19.4% | -25.0% |
| 30D | -36.1% | +13.1% | -49.2% | -35.0% |
| 3M | -34.6% | -16.0% | -18.6% | -35.5% |
| 6M | -40.5% | -22.1% | -18.4% | -40.8% |
| YTD | -47.7% | -9.1% | -38.6% | -49.1% |
| 1Y | -58.4% | -4.3% | -54.1% | -59.9% |
| All | -42.7% | +98.8% | -141.5% | -54.6% |
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 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