-4.4%
PEP vs ASX
+396.7%
-401.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.6% | -6.4% | +0.8% |
| 7D | +1.1% | +0.8% | +0.2% | +1.4% |
| 30D | +13.6% | -20.4% | +34.1% | +12.1% |
| 3M | +5.1% | -2.1% | +7.3% | +5.6% |
| 6M | -1.6% | +8.2% | -9.8% | -0.1% |
| YTD | +3.3% | +137.3% | -133.9% | +9.5% |
| 1Y | +3.2% | +155.0% | -151.8% | +9.8% |
| All | -4.4% | +396.7% | -401.1% | +3.5% |
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