-9.6%
PYPL vs BURL
-7.8%
-1.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +3.9% | +4.1% | -0.2% | +3.2% |
| 30D | +7.8% | -9.5% | +17.3% | +9.5% |
| 3M | -0.7% | -33.5% | +32.9% | +5.5% |
| 6M | +28.8% | -22.1% | +50.9% | +33.8% |
| YTD | +2.4% | -14.6% | +16.9% | +5.4% |
| 1Y | -9.6% | -8.4% | -1.2% | -7.3% |
| All | -9.6% | -7.8% | -1.8% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling