+887.2%
ASX vs PBF
+231.7%
+655.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.2% | +8.5% | +4.0% |
| 7D | -9.1% | -15.3% | +6.2% | -7.0% |
| 30D | -23.6% | -21.8% | -1.8% | -21.1% |
| 3M | -5.6% | -0.2% | -5.4% | -6.1% |
| 6M | +4.7% | +63.6% | -58.9% | -3.1% |
| YTD | +122.6% | +147.5% | -24.9% | +90.4% |
| 1Y | +133.0% | +69.8% | +63.2% | +110.2% |
| 3Y | +367.1% | +65.3% | +301.8% | +307.7% |
| 5Y | +504.7% | +393.4% | +111.4% | +334.8% |
| 10Y | +887.2% | +240.3% | +646.9% | +537.7% |
| All | +887.2% | +231.7% | +655.5% | +537.7% |
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