-81.0%
PYPL vs BURL
-11.0%
-70.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.7% | -3.9% |
| 7D | +2.7% | -2.8% | +5.5% | +3.6% |
| 30D | -4.9% | -28.2% | +23.3% | +6.0% |
| 3M | +28.9% | -17.6% | +46.5% | +37.1% |
| 6M | +18.2% | -11.8% | +30.0% | +21.8% |
| YTD | -5.0% | -8.1% | +3.1% | -3.8% |
| 1Y | -18.8% | -12.0% | -6.9% | -17.5% |
| 3Y | -12.6% | +63.3% | -75.9% | -32.0% |
| All | -81.0% | -11.0% | -70.1% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling