+748.4%
ASX vs PR
+66.0%
+682.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.9% | +4.5% | +6.3% |
| 7D | -19.9% | -16.4% | -3.5% | -18.9% |
| 30D | -30.9% | -1.9% | -29.0% | -30.7% |
| 3M | -15.1% | +8.0% | -23.0% | -15.6% |
| 6M | -6.5% | +4.1% | -10.6% | -6.9% |
| YTD | +98.4% | +58.7% | +39.7% | +91.4% |
| 1Y | +107.9% | +75.8% | +32.0% | +98.9% |
| 3Y | +325.3% | +73.2% | +252.1% | +305.8% |
| 5Y | +447.3% | +230.1% | +217.2% | +399.3% |
| All | +748.4% | +66.0% | +682.4% | +706.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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