Methods and apparatus are disclosed to analyze processor system. An example method to analyze execution of a multi-threaded program on a processor system includes generating a first program trace associated with the execution of a first thread, generating a first list of execution frequencies associated with the first program trace, generating a second program trace associated with the execution of a second thread, generating a second list of execution frequencies associated with the second trace, generating a first set of one or more vectors for the first list of execution frequencies, generating a second set of one or more vectors for the second list of execution frequencies, and analyzing the one or more vectors to identify one or more program phases.