+662.9%
PHM vs BURL
+244.4%
+418.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -6.1% | +0.4% | -6.5% | -6.2% |
| 30D | +13.7% | -4.3% | +18.1% | +15.5% |
| 3M | -1.5% | -28.8% | +27.2% | +10.3% |
| 6M | +11.3% | -12.8% | +24.1% | +15.4% |
| YTD | +8.9% | -12.8% | +21.7% | +12.5% |
| 1Y | +6.1% | -12.3% | +18.3% | +8.4% |
| 3Y | +57.7% | +92.7% | -35.0% | +15.3% |
| 5Y | +159.0% | -6.5% | +165.5% | +135.1% |
| All | +662.9% | +244.4% | +418.4% | +408.8% |
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