+249.6%
PH vs AU
+686.2%
-436.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | -1.3% | -4.3% | +3.0% | -0.9% |
| 30D | -11.0% | +7.3% | -18.3% | -11.6% |
| 3M | +5.5% | +26.3% | -20.8% | +3.2% |
| 6M | +1.5% | +1.8% | -0.3% | +0.6% |
| YTD | +8.8% | +26.8% | -18.0% | +6.0% |
| 1Y | +24.5% | +66.7% | -42.2% | +18.8% |
| 3Y | +141.2% | +579.1% | -437.9% | +104.0% |
| All | +249.6% | +686.2% | -436.7% | +193.2% |
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 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