+94.8%
AUR vs PHM
+49.3%
+45.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.5% |
| 7D | +1.4% | -5.0% | +6.4% | +5.0% |
| 30D | -6.4% | -8.4% | +2.0% | -0.5% |
| 3M | +7.7% | -4.4% | +12.1% | +9.6% |
| 6M | +44.5% | -3.7% | +48.2% | +44.4% |
| YTD | +67.4% | +1.3% | +66.2% | +58.6% |
| 1Y | +15.4% | -14.0% | +29.5% | +24.5% |
| 3Y | +94.8% | +48.1% | +46.7% | +0.5% |
| All | +94.8% | +49.3% | +45.5% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling