+250.3%
PH vs AUR
-36.2%
+286.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.3% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -11.8% | -8.9% | -2.9% | -11.2% |
| 3M | +6.9% | +4.6% | +2.3% | +6.0% |
| 6M | -1.3% | +44.9% | -46.1% | -6.1% |
| YTD | +7.0% | +64.8% | -57.9% | +0.1% |
| 1Y | +23.1% | +16.4% | +6.7% | +18.8% |
| 3Y | +135.4% | +85.1% | +50.3% | +103.8% |
| 5Y | +250.3% | -36.1% | +286.5% | +183.6% |
| All | +250.3% | -36.2% | +286.5% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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