+698.2%
PHM vs BURL
+252.7%
+445.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.4% |
| 7D | +6.2% | +4.1% | +2.1% | +4.8% |
| 30D | +17.9% | -9.5% | +27.4% | +22.1% |
| 3M | +2.5% | -33.5% | +36.0% | +17.6% |
| 6M | +10.8% | -22.1% | +32.9% | +19.6% |
| YTD | +13.7% | -14.6% | +28.3% | +18.3% |
| 1Y | +12.4% | -8.4% | +20.7% | +12.9% |
| 3Y | +65.6% | +86.6% | -20.9% | +22.6% |
| 5Y | +175.3% | -17.2% | +192.5% | +161.8% |
| All | +698.2% | +252.7% | +445.5% | +434.6% |
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