+8.3%
PHM vs BURL
-12.1%
+20.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.1% |
| 7D | -4.8% | -0.8% | -3.9% | -4.6% |
| 30D | +16.5% | -4.4% | +20.9% | +17.4% |
| 3M | -2.0% | -28.6% | +26.6% | +5.3% |
| 6M | +12.7% | -12.3% | +24.9% | +15.5% |
| YTD | +11.2% | -11.3% | +22.4% | +15.7% |
| All | +8.3% | -12.1% | +20.4% | +13.0% |
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