+146.5%
ASX vs PBF
+120.1%
+26.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.7% | +2.7% | -4.1% |
| 7D | -14.6% | -0.9% | -13.7% | -14.6% |
| 30D | -21.1% | -13.7% | -7.4% | -21.3% |
| 3M | -3.1% | +10.6% | -13.7% | -2.2% |
| 6M | +17.4% | +61.2% | -43.8% | +24.3% |
| YTD | +135.3% | +172.7% | -37.4% | +147.3% |
| 1Y | +146.5% | +111.0% | +35.5% | +163.5% |
| All | +146.5% | +120.1% | +26.4% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling