+277.8%
PSX vs BURL
-17.2%
+294.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -13.1% | +4.1% | -17.2% | -13.6% |
| 30D | -9.5% | -9.5% | -0.1% | -8.5% |
| 3M | +20.2% | -33.5% | +53.7% | +26.3% |
| 6M | +44.9% | -22.1% | +67.0% | +48.4% |
| YTD | +94.4% | -14.6% | +109.0% | +95.5% |
| 1Y | +83.1% | -8.4% | +91.4% | +81.5% |
| 3Y | +132.2% | +86.6% | +45.6% | +107.5% |
| All | +277.8% | -17.2% | +294.9% | +281.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling