+500.1%
PEP vs ASX
+3,319.4%
-2,819.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.0% | +1.0% |
| 7D | +4.6% | -9.1% | +13.8% | +5.0% |
| 30D | +14.0% | -23.6% | +37.6% | +15.5% |
| 3M | +5.4% | -5.6% | +11.0% | +5.1% |
| 6M | -5.1% | +4.7% | -9.8% | -6.9% |
| YTD | +3.1% | +122.6% | -119.5% | -4.9% |
| 1Y | +4.8% | +133.0% | -128.2% | -3.7% |
| 3Y | -4.1% | +367.1% | -371.3% | -18.1% |
| 5Y | +3.0% | +504.7% | -501.8% | -15.0% |
| 10Y | +89.6% | +887.2% | -797.6% | +46.6% |
| All | +500.1% | +3,319.4% | -2,819.3% | +296.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling