+747.9%
PH vs BURL
+252.7%
+495.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.4% |
| 7D | +2.0% | +4.1% | -2.1% | +0.4% |
| 30D | -3.7% | -9.5% | +5.8% | -0.9% |
| 3M | -14.0% | -33.5% | +19.5% | -2.6% |
| 6M | +2.1% | -22.1% | +24.2% | +8.9% |
| YTD | +5.1% | -14.6% | +19.6% | +8.2% |
| 1Y | +10.9% | -8.4% | +19.3% | +10.8% |
| 3Y | +132.9% | +86.6% | +46.4% | +74.6% |
| 5Y | +200.1% | -17.2% | +217.2% | +185.3% |
| All | +747.9% | +252.7% | +495.3% | +453.6% |
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 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