+165.8%
PM vs ASX
+431.2%
-265.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.4% | -8.2% | -1.8% |
| 7D | -5.2% | -19.9% | +14.7% | -5.3% |
| 30D | +2.7% | -30.9% | +33.6% | +2.5% |
| 3M | +5.2% | -15.1% | +20.3% | +5.1% |
| 6M | +17.0% | -6.5% | +23.5% | +16.3% |
| YTD | +25.5% | +98.4% | -72.9% | +21.2% |
| 1Y | +35.5% | +107.9% | -72.3% | +30.6% |
| 3Y | +143.9% | +325.3% | -181.4% | +119.0% |
| All | +165.8% | +431.2% | -265.4% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling