-70.6%
PSKY vs BURL
-11.0%
-59.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.3% |
| 7D | -0.2% | -2.8% | +2.6% | +0.4% |
| 30D | +24.0% | -28.2% | +52.1% | +34.0% |
| 3M | +2.2% | -17.6% | +19.8% | +6.5% |
| 6M | -9.0% | -11.8% | +2.8% | -7.7% |
| YTD | -18.1% | -8.1% | -10.0% | -18.1% |
| 1Y | -25.1% | -12.0% | -13.1% | -24.9% |
| 3Y | -16.3% | +63.3% | -79.6% | -35.3% |
| All | -70.6% | -11.0% | -59.6% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling