-2.2%
FRSH vs PFG
+51.4%
-53.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -3.9% |
| 7D | -8.2% | +5.5% | -13.7% | -10.9% |
| 30D | +10.5% | +2.4% | +8.1% | +9.1% |
| 3M | +32.7% | +13.6% | +19.2% | +23.5% |
| 6M | +50.3% | +27.9% | +22.4% | +31.1% |
| YTD | +3.9% | +35.6% | -31.6% | -10.4% |
| 1Y | -2.2% | +48.5% | -50.6% | -18.4% |
| All | -2.2% | +51.4% | -53.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling