+3,582.5%
ASX vs PH
+6,474.1%
-2,891.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.8% | +6.2% |
| 7D | +0.8% | +6.9% | -6.1% | -2.3% |
| 30D | -20.4% | +1.7% | -22.1% | -20.5% |
| 3M | -2.1% | -8.1% | +6.0% | +3.2% |
| 6M | +8.2% | +11.5% | -3.3% | +3.0% |
| YTD | +137.3% | +11.4% | +125.9% | +125.7% |
| 1Y | +155.0% | +14.1% | +140.9% | +139.5% |
| 3Y | +397.9% | +138.2% | +259.7% | +211.9% |
| 5Y | +529.2% | +216.0% | +313.2% | +235.6% |
| 10Y | +1,007.5% | +710.0% | +297.6% | +228.7% |
| All | +3,582.5% | +6,474.1% | -2,891.6% | +149.8% |
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