+498.2%
ASX vs PBF
+441.3%
+57.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.3% | -4.3% |
| 7D | +22.1% | +4.3% | +17.8% | +21.4% |
| 30D | -23.8% | -21.8% | -2.0% | -21.5% |
| 3M | -7.6% | +1.7% | -9.3% | -8.2% |
| 6M | +6.9% | +69.8% | -62.9% | -0.7% |
| YTD | +127.7% | +167.7% | -40.1% | +93.1% |
| 1Y | +144.5% | +89.0% | +55.6% | +119.0% |
| 3Y | +377.8% | +78.8% | +299.0% | +308.4% |
| 5Y | +498.2% | +415.4% | +82.8% | +334.7% |
| All | +498.2% | +441.3% | +57.0% | +334.7% |
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 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