+837.2%
PHM vs BURL
+987.9%
-150.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.4% |
| 7D | +8.7% | +3.5% | +5.2% | +7.5% |
| 30D | +16.4% | -9.3% | +25.7% | +20.1% |
| 3M | +1.8% | -32.1% | +33.9% | +14.8% |
| 6M | +15.1% | -19.8% | +34.9% | +22.4% |
| YTD | +16.0% | -13.2% | +29.2% | +19.8% |
| 1Y | +14.1% | -7.8% | +21.9% | +14.6% |
| 3Y | +65.9% | +89.3% | -23.4% | +26.2% |
| 5Y | +180.9% | -15.8% | +196.7% | +165.6% |
| 10Y | +730.3% | +262.2% | +468.1% | +423.5% |
| All | +837.2% | +987.9% | -150.8% | +449.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling