+96.9%
PSX vs BURL
-4.6%
+101.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.7% | -12.2% | -3.8% |
| 7D | -5.2% | +10.4% | -15.6% | -4.3% |
| 30D | -3.7% | -4.9% | +1.2% | -3.9% |
| 3M | +26.8% | -29.8% | +56.5% | +24.7% |
| 6M | +47.3% | -16.5% | +63.8% | +46.6% |
| YTD | +105.4% | -10.5% | +116.0% | +102.6% |
| 1Y | +96.9% | -5.3% | +102.2% | +93.8% |
| All | +96.9% | -4.6% | +101.5% | +93.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling