+49.5%
PYPL vs BURL
+215.5%
-166.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.7% | -3.8% |
| 7D | +2.7% | -2.8% | +5.5% | +3.5% |
| 30D | -4.9% | -28.2% | +23.3% | +4.7% |
| 3M | +28.9% | -17.6% | +46.5% | +36.2% |
| 6M | +18.2% | -11.8% | +30.0% | +21.5% |
| YTD | -5.0% | -8.1% | +3.1% | -3.9% |
| 1Y | -18.8% | -12.0% | -6.9% | -17.5% |
| 3Y | -12.6% | +63.3% | -75.9% | -28.7% |
| 5Y | -80.8% | -10.8% | -70.0% | -82.3% |
| All | +49.5% | +215.5% | -166.0% | +14.8% |
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