+748.4%
ASX vs PBF
+276.6%
+471.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.0% | +6.6% |
| 7D | -19.9% | -13.8% | -6.2% | -18.2% |
| 30D | -30.9% | -19.6% | -11.3% | -29.0% |
| 3M | -15.1% | +10.3% | -25.3% | -16.6% |
| 6M | -6.5% | +63.4% | -69.9% | -13.4% |
| YTD | +98.4% | +152.6% | -54.2% | +69.6% |
| 1Y | +107.9% | +87.4% | +20.5% | +85.0% |
| 3Y | +325.3% | +63.3% | +262.0% | +272.5% |
| 5Y | +447.3% | +412.5% | +34.8% | +293.4% |
| All | +748.4% | +276.6% | +471.8% | +460.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling