+6,702.1%
PH vs AU
+793.6%
+5,908.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | -3.1% | -3.6% | +0.6% | -2.7% |
| 30D | -3.2% | +23.9% | -27.1% | -5.3% |
| 3M | +10.6% | +19.1% | -8.5% | +8.4% |
| 6M | -2.1% | -0.2% | -2.0% | -2.8% |
| YTD | +10.2% | +32.5% | -22.3% | +6.3% |
| 1Y | +28.2% | +96.9% | -68.7% | +19.0% |
| 3Y | +134.9% | +614.7% | -479.8% | +90.2% |
| 5Y | +253.6% | +647.7% | -394.1% | +179.6% |
| 10Y | +804.7% | +679.2% | +125.5% | +573.1% |
| All | +6,702.1% | +793.6% | +5,908.5% | +4,497.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling