+209.7%
PH vs AU
+381.3%
-171.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | +4.3% | -7.2% | +11.6% | +5.0% |
| 30D | +0.1% | -2.9% | +3.0% | +0.4% |
| 3M | -9.4% | -8.7% | -0.7% | -8.9% |
| 6M | +8.8% | -14.1% | +22.9% | +9.5% |
| YTD | +9.6% | +4.8% | +4.8% | +8.3% |
| 1Y | +14.4% | +11.9% | +2.6% | +12.5% |
| 3Y | +134.5% | +513.8% | -379.3% | +99.0% |
| All | +209.7% | +381.3% | -171.7% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling