+432.3%
ASX vs PBF
+772.7%
-340.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -0.7% | +4.3% | -5.0% | -1.2% |
| 30D | +2.0% | +22.0% | -20.0% | -0.6% |
| 3M | -1.3% | +74.5% | -75.8% | -8.2% |
| 6M | +71.4% | +67.7% | +3.8% | +58.5% |
| YTD | +135.3% | +179.2% | -43.9% | +99.8% |
| 1Y | +267.5% | +170.0% | +97.5% | +211.2% |
| 3Y | +388.5% | +66.4% | +322.1% | +324.1% |
| All | +432.3% | +772.7% | -340.3% | +275.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling