-11.9%
PEP vs ASX
+390.9%
-402.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.6% |
| 7D | -1.4% | -0.7% | -0.7% | -1.4% |
| 30D | +0.2% | +2.0% | -1.8% | +0.4% |
| 3M | -1.1% | -1.3% | +0.2% | -0.8% |
| 6M | -13.5% | +71.4% | -84.9% | -11.0% |
| YTD | -1.2% | +135.3% | -136.5% | +3.6% |
| 1Y | -1.6% | +267.5% | -269.0% | +5.7% |
| All | -11.9% | +390.9% | -402.8% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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