-44.7%
FRSH vs PENG
+111.6%
-156.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.1% | -4.9% |
| 7D | -10.1% | +7.8% | -17.9% | -10.8% |
| 30D | +2.2% | -12.2% | +14.4% | +3.3% |
| 3M | +28.6% | -20.6% | +49.2% | +28.7% |
| 6M | +40.2% | +180.9% | -140.7% | +9.0% |
| YTD | -1.2% | +162.3% | -163.5% | -22.8% |
| 1Y | -7.9% | +107.3% | -115.2% | -25.3% |
| 3Y | -44.7% | +110.8% | -155.5% | -59.3% |
| All | -44.7% | +111.6% | -156.4% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling