-35.0%
AUR vs PHM
+102.0%
-137.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.5% |
| 7D | +11.1% | -3.9% | +15.0% | +14.1% |
| 30D | -6.9% | -8.6% | +1.7% | -0.8% |
| 3M | +5.5% | -2.9% | +8.4% | +6.1% |
| 6M | +41.0% | -5.7% | +46.7% | +43.4% |
| YTD | +69.3% | +1.9% | +67.4% | +60.7% |
| 1Y | +14.0% | -12.3% | +26.4% | +20.7% |
| 3Y | +90.1% | +50.8% | +39.3% | +29.6% |
| 5Y | -34.4% | +157.3% | -191.7% | -70.3% |
| All | -35.0% | +102.0% | -137.0% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling