+134.5%
PH vs AU
+507.6%
-373.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | +4.3% | -7.2% | +11.6% | +5.1% |
| 30D | +0.1% | -2.9% | +3.0% | +0.4% |
| 3M | -9.4% | -8.7% | -0.7% | -8.8% |
| 6M | +8.8% | -14.1% | +22.9% | +9.6% |
| YTD | +9.6% | +4.8% | +4.8% | +8.3% |
| 1Y | +14.4% | +11.9% | +2.6% | +12.4% |
| 3Y | +134.5% | +513.8% | -379.3% | +93.2% |
| All | +134.5% | +507.6% | -373.1% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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