+14.6%
PHM vs BURL
-4.6%
+19.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.7% | -0.5% | +5.2% |
| 7D | +13.6% | +10.4% | +3.2% | +10.8% |
| 30D | +19.3% | -4.9% | +24.2% | +20.4% |
| 3M | +3.5% | -29.8% | +33.2% | +11.6% |
| 6M | +18.6% | -16.5% | +35.0% | +22.6% |
| YTD | +16.7% | -10.5% | +27.3% | +21.1% |
| 1Y | +14.6% | -5.3% | +19.9% | +19.7% |
| All | +14.6% | -4.6% | +19.2% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling