+806.9%
PH vs BURL
+215.5%
+591.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.1% |
| 7D | -3.1% | -2.8% | -0.3% | -2.2% |
| 30D | -3.2% | -28.2% | +24.9% | +7.6% |
| 3M | +10.6% | -17.6% | +28.2% | +17.1% |
| 6M | -2.1% | -11.8% | +9.6% | +0.6% |
| YTD | +10.2% | -8.1% | +18.3% | +11.6% |
| 1Y | +28.2% | -12.0% | +40.2% | +30.4% |
| 3Y | +134.9% | +63.3% | +71.6% | +85.5% |
| 5Y | +253.6% | -10.8% | +264.5% | +229.5% |
| All | +806.9% | +215.5% | +591.4% | +478.7% |
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