+748.4%
ASX vs PFG
+195.7%
+552.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.7% | +8.1% | +7.2% |
| 7D | -19.9% | -0.6% | -19.3% | -19.5% |
| 30D | -30.9% | +2.0% | -32.9% | -31.4% |
| 3M | -15.1% | -3.2% | -11.9% | -14.1% |
| 6M | -6.5% | +10.9% | -17.4% | -11.7% |
| YTD | +98.4% | +28.8% | +69.6% | +75.0% |
| 1Y | +107.9% | +39.2% | +68.7% | +76.9% |
| 3Y | +325.3% | +75.0% | +250.2% | +222.6% |
| 5Y | +447.3% | +91.9% | +355.4% | +295.2% |
| All | +748.4% | +195.7% | +552.7% | +388.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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