+234.7%
PM vs ASX
+849.3%
-614.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.6% | -11.0% | -3.1% |
| 7D | -7.3% | -12.3% | +5.0% | -6.5% |
| 30D | -4.0% | -26.0% | +22.0% | -2.0% |
| 3M | +2.7% | -8.1% | +10.9% | +2.6% |
| 6M | +14.9% | +1.4% | +13.5% | +12.0% |
| YTD | +23.5% | +115.6% | -92.0% | +9.1% |
| 1Y | +30.4% | +128.0% | -97.7% | +14.2% |
| 3Y | +143.2% | +371.4% | -228.2% | +85.0% |
| 5Y | +159.5% | +469.4% | -309.9% | +85.8% |
| 10Y | +234.7% | +842.6% | -608.0% | +101.2% |
| All | +234.7% | +849.3% | -614.7% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling