-73.2%
FRSH vs PENG
+111.7%
-184.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.4% | -11.2% | -6.1% |
| 7D | -8.2% | +4.5% | -12.7% | -9.1% |
| 30D | +10.5% | -7.1% | +17.6% | +11.6% |
| 3M | +32.7% | -27.3% | +60.0% | +35.1% |
| 6M | +50.3% | +169.6% | -119.3% | -0.1% |
| YTD | +3.9% | +164.6% | -160.7% | -31.3% |
| 1Y | -2.2% | +109.5% | -111.6% | -31.5% |
| 3Y | -42.9% | +98.9% | -141.8% | -64.9% |
| All | -73.2% | +111.7% | -184.9% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling