-6.5%
ASX vs PH
+3.4%
-9.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.9% | +3.6% | +3.3% |
| 7D | -19.9% | +2.0% | -21.9% | -21.2% |
| 30D | -30.9% | -3.7% | -27.2% | -27.7% |
| 3M | -15.1% | -14.0% | -1.1% | -2.3% |
| 6M | -6.5% | +2.1% | -8.6% | -5.3% |
| All | -6.5% | +3.4% | -9.9% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling