+991.0%
PH vs BURL
+1,051.1%
-60.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.0% |
| 7D | -3.1% | -2.8% | -0.3% | -2.3% |
| 30D | -3.2% | -28.2% | +24.9% | +6.5% |
| 3M | +10.6% | -17.6% | +28.2% | +16.5% |
| 6M | -2.1% | -11.8% | +9.6% | +0.4% |
| YTD | +10.2% | -8.1% | +18.3% | +11.5% |
| 1Y | +28.2% | -12.0% | +40.2% | +30.3% |
| 3Y | +134.9% | +63.3% | +71.6% | +91.4% |
| 5Y | +253.6% | -10.8% | +264.5% | +229.8% |
| 10Y | +804.7% | +215.9% | +588.8% | +509.4% |
| All | +991.0% | +1,051.1% | -60.1% | +552.5% |
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