+392.6%
ASX vs PR
+73.2%
+319.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | -0.7% | +2.9% | -3.6% | -1.4% |
| 30D | +2.0% | +18.0% | -16.1% | -1.9% |
| 3M | -1.3% | +16.9% | -18.2% | -5.0% |
| 6M | +71.4% | +28.2% | +43.2% | +58.6% |
| YTD | +135.3% | +69.3% | +66.0% | +99.1% |
| 1Y | +267.5% | +69.5% | +198.0% | +209.1% |
| All | +392.6% | +73.2% | +319.5% | +294.9% |
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