+45.1%
PYPL vs BURL
+252.7%
-207.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +3.9% | +4.1% | -0.2% | +2.7% |
| 30D | +7.8% | -9.5% | +17.3% | +10.8% |
| 3M | -0.7% | -33.5% | +32.9% | +11.4% |
| 6M | +28.8% | -22.1% | +50.9% | +37.0% |
| YTD | +2.4% | -14.6% | +16.9% | +5.4% |
| 1Y | -9.6% | -8.4% | -1.2% | -9.5% |
| 3Y | +9.7% | +86.6% | -76.9% | -14.5% |
| 5Y | -73.5% | -17.2% | -56.3% | -75.1% |
| All | +45.1% | +252.7% | -207.6% | +7.9% |
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 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