+176.2%
PHM vs BURL
-17.2%
+193.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | +6.2% | +4.1% | +2.1% | +4.9% |
| 30D | +17.9% | -9.5% | +27.4% | +21.6% |
| 3M | +2.5% | -33.5% | +36.0% | +15.7% |
| 6M | +10.8% | -22.1% | +32.9% | +18.6% |
| YTD | +13.7% | -14.6% | +28.3% | +17.9% |
| 1Y | +12.4% | -8.4% | +20.7% | +13.0% |
| 3Y | +65.6% | +86.6% | -20.9% | +28.1% |
| All | +176.2% | -17.2% | +193.4% | +162.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling