+9.1%
PYPL vs BURL
+89.8%
-80.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.9% | -1.4% |
| 7D | +3.5% | +3.5% | +0.1% | +2.7% |
| 30D | +8.0% | -9.3% | +17.2% | +10.3% |
| 3M | +2.0% | -32.1% | +34.1% | +11.3% |
| 6M | +27.6% | -19.8% | +47.4% | +33.4% |
| YTD | +1.9% | -13.2% | +15.1% | +4.1% |
| 1Y | -12.4% | -7.8% | -4.6% | -12.3% |
| All | +9.1% | +89.8% | -80.6% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling