+1,001.5%
ASX vs PR
+160.5%
+841.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.5% | +2.6% | -3.5% |
| 7D | -14.6% | -12.1% | -2.5% | -13.9% |
| 30D | -21.1% | +0.9% | -22.0% | -21.1% |
| 3M | -3.1% | +10.1% | -13.2% | -3.8% |
| 6M | +17.4% | +1.1% | +16.3% | +17.0% |
| YTD | +135.3% | +63.7% | +71.7% | +126.4% |
| 1Y | +146.5% | +87.0% | +59.5% | +134.7% |
| 3Y | +403.1% | +70.7% | +332.3% | +380.1% |
| 5Y | +551.7% | +246.8% | +304.9% | +493.2% |
| 10Y | +923.7% | +72.6% | +851.1% | +872.7% |
| All | +1,001.5% | +160.5% | +841.1% | +1,007.1% |
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