+2,793.8%
ASX vs PH
+5,929.4%
-3,135.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.0% | -18.8% | -19.7% |
| 7D | -33.3% | -3.9% | -29.4% | -31.6% |
| 30D | -36.5% | -9.4% | -27.1% | -32.6% |
| 3M | -19.2% | -10.3% | -8.9% | -14.0% |
| 6M | -10.2% | +2.7% | -12.9% | -10.8% |
| YTD | +86.5% | +2.1% | +84.3% | +85.5% |
| 1Y | +89.6% | +16.2% | +73.4% | +75.4% |
| 3Y | +298.6% | +129.3% | +169.3% | +154.6% |
| 5Y | +414.3% | +191.7% | +222.5% | +186.0% |
| 10Y | +711.1% | +759.2% | -48.2% | +132.2% |
| All | +2,793.8% | +5,929.4% | -3,135.6% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling