+50.1%
PYPL vs BURL
+254.9%
-204.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | +6.1% | -4.4% | +10.5% | +7.4% |
| 3M | +1.1% | -28.6% | +29.6% | +11.0% |
| 6M | +32.7% | -12.3% | +45.0% | +36.4% |
| YTD | +2.8% | -11.3% | +14.1% | +4.7% |
| 1Y | -10.8% | -10.4% | -0.3% | -9.9% |
| 3Y | +9.8% | +96.1% | -86.3% | -15.7% |
| 5Y | -70.2% | -5.0% | -65.2% | -73.0% |
| 10Y | +50.1% | +251.8% | -201.7% | +10.9% |
| All | +50.1% | +254.9% | -204.9% | +10.9% |
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