+1,654.4%
ASX vs PBF
+303.9%
+1,350.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 3M | -1.3% | +74.5% | -75.8% | -8.6% |
| 6M | +71.4% | +67.7% | +3.8% | +57.8% |
| YTD | +135.3% | +179.2% | -43.9% | +100.8% |
| 1Y | +267.5% | +170.0% | +97.5% | +213.0% |
| 3Y | +388.5% | +66.4% | +322.1% | +330.5% |
| 5Y | +417.1% | +764.5% | -347.4% | +254.0% |
| 10Y | +872.7% | +358.5% | +514.2% | +519.2% |
| All | +1,654.4% | +303.9% | +1,350.5% | +967.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling