+590.6%
PSX vs BURL
+1,021.0%
-430.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.7% | -12.2% | -6.3% |
| 7D | -5.2% | +10.4% | -15.6% | -7.5% |
| 30D | -3.7% | -4.9% | +1.2% | -2.9% |
| 3M | +26.8% | -29.8% | +56.5% | +36.5% |
| 6M | +47.3% | -16.5% | +63.8% | +51.0% |
| YTD | +105.4% | -10.5% | +116.0% | +105.8% |
| 1Y | +96.9% | -5.3% | +102.2% | +93.4% |
| 3Y | +145.4% | +95.1% | +50.4% | +94.1% |
| 5Y | +304.9% | -12.1% | +317.0% | +277.7% |
| 10Y | +379.9% | +273.2% | +106.7% | +219.8% |
| All | +590.6% | +1,021.0% | -430.4% | +330.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling