+54.4%
PYPL vs BURL
+232.1%
-177.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +2.7% |
| 7D | +0.1% | -1.6% | +1.6% | +0.5% |
| 30D | +5.7% | -7.7% | +13.4% | +8.0% |
| 3M | -1.9% | -31.7% | +29.7% | +9.1% |
| 6M | +31.8% | -15.2% | +47.0% | +36.8% |
| YTD | +2.4% | -15.9% | +18.4% | +5.9% |
| 1Y | -8.2% | -14.2% | +6.0% | -6.3% |
| 3Y | +10.2% | +93.5% | -83.3% | -15.2% |
| 5Y | -71.2% | -9.9% | -61.3% | -73.5% |
| All | +54.4% | +232.1% | -177.6% | +13.9% |
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