+842.6%
ASX vs PH
+778.3%
+64.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.2% | +4.4% | +6.3% |
| 7D | -12.3% | +3.0% | -15.3% | -13.4% |
| 30D | -26.0% | -0.6% | -25.4% | -25.2% |
| 3M | -8.1% | -10.7% | +2.6% | -1.6% |
| 6M | +1.4% | +9.1% | -7.7% | -2.4% |
| YTD | +115.6% | +9.5% | +106.1% | +106.8% |
| 1Y | +128.0% | +14.0% | +114.0% | +114.0% |
| 3Y | +371.4% | +138.9% | +232.5% | +196.3% |
| 5Y | +469.4% | +209.1% | +260.3% | +208.6% |
| 10Y | +842.6% | +737.3% | +105.3% | +239.3% |
| All | +842.6% | +778.3% | +64.3% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling