+404.3%
ASX vs PR
+69.4%
+335.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.5% | +2.6% | -2.5% |
| 7D | -14.6% | -12.1% | -2.5% | -12.2% |
| 30D | -21.1% | +0.9% | -22.0% | -21.3% |
| 3M | -3.1% | +10.1% | -13.2% | -5.7% |
| 6M | +17.4% | +1.1% | +16.3% | +16.4% |
| YTD | +135.3% | +63.7% | +71.7% | +97.7% |
| 1Y | +146.5% | +87.0% | +59.5% | +96.4% |
| All | +404.3% | +69.4% | +335.0% | +293.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling