+222.9%
PH vs AUR
-34.9%
+257.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.0% |
| 7D | +0.4% | +19.2% | -18.8% | -1.3% |
| 30D | -10.8% | -7.8% | -3.0% | -10.3% |
| 3M | +8.5% | +4.0% | +4.5% | +7.6% |
| 6M | +3.9% | +45.0% | -41.1% | -1.2% |
| YTD | +9.4% | +69.5% | -60.1% | +2.1% |
| 1Y | +26.8% | +13.0% | +13.8% | +22.7% |
| 3Y | +140.8% | +90.4% | +50.4% | +107.9% |
| 5Y | +253.8% | -34.2% | +288.0% | +195.5% |
| All | +222.9% | -34.9% | +257.8% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling