+86.2%
PSX vs BURL
-10.6%
+96.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -1.0% |
| 7D | -7.8% | +5.9% | -13.7% | -7.3% |
| 30D | -9.9% | -8.3% | -1.6% | -10.3% |
| 3M | +16.9% | -31.6% | +48.6% | +14.8% |
| 6M | +48.0% | -16.6% | +64.6% | +47.0% |
| YTD | +98.3% | -12.1% | +110.4% | +95.1% |
| 1Y | +86.2% | -10.0% | +96.1% | +82.3% |
| All | +86.2% | -10.6% | +96.8% | +82.3% |
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