-74.9%
FRSH vs PENG
+108.8%
-183.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -9.6% | +7.3% | -16.8% | -11.0% |
| 30D | -0.4% | -7.5% | +7.0% | +0.7% |
| 3M | +27.2% | -17.2% | +44.4% | +25.5% |
| 6M | +42.2% | +176.7% | -134.6% | -6.3% |
| YTD | -2.6% | +161.0% | -163.7% | -35.5% |
| 1Y | -10.2% | +108.8% | -119.0% | -37.1% |
| 3Y | -45.5% | +109.8% | -155.3% | -67.5% |
| All | -74.9% | +108.8% | -183.7% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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