+345.8%
PSX vs BURL
+261.4%
+84.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +1.9% |
| 7D | -8.0% | +7.7% | -15.7% | -9.8% |
| 30D | -9.0% | -7.1% | -1.9% | -7.6% |
| 3M | +24.7% | -30.3% | +55.0% | +35.3% |
| 6M | +49.3% | -15.5% | +64.9% | +52.9% |
| YTD | +100.2% | -11.0% | +111.2% | +100.7% |
| 1Y | +88.8% | -8.4% | +97.3% | +86.8% |
| 3Y | +152.5% | +96.7% | +55.8% | +94.5% |
| 5Y | +283.2% | -14.1% | +297.3% | +262.4% |
| 10Y | +345.8% | +255.1% | +90.7% | +211.8% |
| All | +345.8% | +261.4% | +84.4% | +211.8% |
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 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