-6.5%
ASX vs PBF
+57.6%
-64.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.0% | +6.6% |
| 7D | -19.9% | -13.8% | -6.2% | -18.9% |
| 30D | -30.9% | -19.6% | -11.3% | -29.7% |
| 3M | -15.1% | +10.3% | -25.3% | -14.9% |
| 6M | -6.5% | +63.4% | -69.9% | +3.0% |
| All | -6.5% | +57.6% | -64.0% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling