+931.6%
PH vs BURL
+1,021.0%
-89.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.7% | -11.4% | -5.9% |
| 7D | -0.2% | +10.4% | -10.6% | -3.2% |
| 30D | -6.7% | -4.9% | -1.8% | -5.6% |
| 3M | -8.1% | -29.8% | +21.6% | +1.2% |
| 6M | +5.3% | -16.5% | +21.8% | +9.4% |
| YTD | +4.2% | -10.5% | +14.7% | +5.7% |
| 1Y | +19.3% | -5.3% | +24.7% | +18.2% |
| 3Y | +133.9% | +95.1% | +38.8% | +79.9% |
| 5Y | +197.7% | -12.1% | +209.8% | +177.5% |
| 10Y | +776.5% | +273.2% | +503.3% | +476.4% |
| All | +931.6% | +1,021.0% | -89.4% | +518.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling