+69.0%
PHM vs BURL
+89.8%
-20.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.2% |
| 7D | +8.7% | +3.5% | +5.2% | +7.7% |
| 30D | +16.4% | -9.3% | +25.7% | +19.5% |
| 3M | +1.8% | -32.1% | +33.9% | +12.7% |
| 6M | +15.1% | -19.8% | +34.9% | +21.2% |
| YTD | +16.0% | -13.2% | +29.2% | +19.5% |
| 1Y | +14.1% | -7.8% | +21.9% | +14.8% |
| All | +69.0% | +89.8% | -20.8% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling