+953.3%
ASX vs PPG
+26.9%
+926.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +5.2% | -6.2% | +11.5% | +8.9% |
| 30D | +0.5% | -7.9% | +8.4% | +4.9% |
| 3M | +8.3% | -10.2% | +18.6% | +14.5% |
| 6M | +82.0% | +2.7% | +79.4% | +78.0% |
| YTD | +147.6% | +4.9% | +142.7% | +137.8% |
| 1Y | +258.8% | -3.2% | +262.0% | +258.0% |
| 3Y | +452.1% | -17.0% | +469.1% | +494.4% |
| 5Y | +441.7% | -23.3% | +465.1% | +496.8% |
| All | +953.3% | +26.9% | +926.4% | +754.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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