+368.4%
PSX vs BURL
+215.5%
+153.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.5% |
| 7D | +4.5% | -2.8% | +7.3% | +5.2% |
| 30D | +26.6% | -28.2% | +54.8% | +37.1% |
| 3M | +39.3% | -17.6% | +56.9% | +45.2% |
| 6M | +56.8% | -11.8% | +68.6% | +58.9% |
| YTD | +101.8% | -8.1% | +110.0% | +102.0% |
| 1Y | +99.6% | -12.0% | +111.6% | +100.5% |
| 3Y | +140.3% | +63.3% | +77.0% | +96.1% |
| 5Y | +339.3% | -10.8% | +350.1% | +312.4% |
| All | +368.4% | +215.5% | +153.0% | +234.9% |
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