+361.6%
PSX vs BURL
+232.1%
+129.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.3% | +1.6% |
| 7D | +7.8% | -1.6% | +9.4% | +8.2% |
| 30D | -10.9% | -7.7% | -3.1% | -9.4% |
| 3M | +14.5% | -31.7% | +46.1% | +24.7% |
| 6M | +56.1% | -15.2% | +71.3% | +59.5% |
| YTD | +109.6% | -15.9% | +125.5% | +113.0% |
| 1Y | +95.5% | -14.2% | +109.7% | +96.5% |
| 3Y | +156.2% | +93.5% | +62.7% | +97.7% |
| 5Y | +310.0% | -9.9% | +319.9% | +277.9% |
| All | +361.6% | +232.1% | +129.6% | +227.2% |
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