+2,979.8%
ASX vs PHM
+1,859.9%
+1,119.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.0% | +8.4% | +7.0% |
| 7D | -19.9% | +6.2% | -26.1% | -21.4% |
| 30D | -30.9% | +17.9% | -48.8% | -34.4% |
| 3M | -15.1% | +2.5% | -17.6% | -16.4% |
| 6M | -6.5% | +10.8% | -17.3% | -10.2% |
| YTD | +98.4% | +13.7% | +84.7% | +88.3% |
| 1Y | +107.9% | +12.4% | +95.5% | +97.6% |
| 3Y | +325.3% | +65.6% | +259.6% | +254.8% |
| 5Y | +447.3% | +175.3% | +272.0% | +291.3% |
| 10Y | +763.2% | +713.9% | +49.3% | +339.6% |
| All | +2,979.8% | +1,859.9% | +1,119.9% | +651.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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