+858.4%
ASX vs PFGC
+283.5%
+575.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -0.7% | -2.2% | +1.5% | -0.3% |
| 30D | +2.0% | -11.9% | +13.9% | +4.6% |
| 3M | -1.3% | +5.0% | -6.3% | -2.8% |
| 6M | +71.4% | +8.6% | +62.8% | +67.6% |
| YTD | +135.3% | +9.7% | +125.6% | +129.1% |
| 1Y | +267.5% | -6.3% | +273.8% | +268.6% |
| 3Y | +388.5% | +58.2% | +330.3% | +338.8% |
| 5Y | +417.1% | +110.4% | +306.7% | +336.6% |
| All | +858.4% | +283.5% | +575.0% | +654.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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