+392.6%
ASX vs PFGC
+60.5%
+332.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -0.7% | -2.2% | +1.5% | 0.0% |
| 30D | +2.0% | -11.9% | +13.9% | +5.8% |
| 3M | -1.3% | +5.0% | -6.3% | -4.6% |
| 6M | +71.4% | +8.6% | +62.8% | +63.3% |
| YTD | +135.3% | +9.7% | +125.6% | +122.4% |
| 1Y | +267.5% | -6.3% | +273.8% | +268.4% |
| All | +392.6% | +60.5% | +332.1% | +283.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling