+13.4%
AUR vs PHM
-6.9%
+20.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +8.7% | -3.2% | +11.9% | +10.0% |
| 30D | -5.2% | -6.4% | +1.2% | -3.0% |
| 3M | -7.3% | +5.5% | -12.8% | -9.8% |
| 6M | +41.2% | -5.4% | +46.6% | +42.2% |
| YTD | +65.1% | +6.6% | +58.5% | +56.7% |
| 1Y | +13.4% | -8.8% | +22.3% | +12.7% |
| All | +13.4% | -6.9% | +20.4% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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