+911.3%
PH vs BURL
+987.9%
-76.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.1% |
| 7D | -3.9% | +3.5% | -7.4% | -5.0% |
| 30D | -9.4% | -9.3% | -0.1% | -7.1% |
| 3M | -10.3% | -32.1% | +21.8% | -0.2% |
| 6M | +2.7% | -19.8% | +22.5% | +7.9% |
| YTD | +2.1% | -13.2% | +15.3% | +4.5% |
| 1Y | +16.2% | -7.8% | +24.1% | +16.0% |
| 3Y | +129.3% | +89.3% | +40.0% | +77.9% |
| 5Y | +191.7% | -15.8% | +207.6% | +175.6% |
| 10Y | +759.2% | +262.2% | +497.1% | +470.0% |
| All | +911.3% | +987.9% | -76.6% | +511.6% |
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 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