-75.0%
FRSH vs PFG
+121.3%
-196.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.6% |
| 7D | -6.6% | -0.4% | -6.2% | -6.3% |
| 30D | +2.1% | +2.9% | -0.8% | -0.2% |
| 3M | +29.0% | +6.7% | +22.2% | +22.7% |
| 6M | +48.6% | +33.8% | +14.9% | +19.1% |
| YTD | -2.9% | +35.0% | -37.9% | -22.7% |
| 1Y | -7.9% | +46.4% | -54.3% | -31.4% |
| 3Y | -46.5% | +71.7% | -118.2% | -65.6% |
| All | -75.0% | +121.3% | -196.3% | -85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling