+772.8%
ASX vs PR
+147.8%
+625.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.9% | -15.9% | -20.4% |
| 7D | -33.3% | -16.5% | -16.7% | -32.4% |
| 30D | -36.5% | -4.5% | -31.9% | -36.2% |
| 3M | -19.2% | +8.5% | -27.7% | -19.7% |
| 6M | -10.2% | -3.3% | -6.9% | -10.2% |
| YTD | +86.5% | +55.7% | +30.7% | +80.1% |
| 1Y | +89.6% | +82.0% | +7.6% | +81.1% |
| 3Y | +298.6% | +62.5% | +236.1% | +282.0% |
| 5Y | +414.3% | +223.9% | +190.3% | +370.3% |
| 10Y | +711.1% | +64.2% | +646.9% | +673.9% |
| All | +772.8% | +147.8% | +625.0% | +780.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling