+94.0%
PSX vs BURL
-11.9%
+105.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +1.5% |
| 7D | +6.4% | +0.4% | +6.0% | +6.4% |
| 30D | -10.2% | -4.3% | -5.8% | -10.3% |
| 3M | +17.2% | -28.8% | +45.9% | +15.3% |
| 6M | +51.8% | -12.8% | +64.6% | +50.7% |
| YTD | +108.0% | -12.8% | +120.8% | +104.4% |
| All | +94.0% | -11.9% | +105.9% | +90.0% |
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