-75.0%
FRSH vs PFG
+119.0%
-194.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.1% |
| 7D | -11.2% | -3.0% | -8.2% | -9.1% |
| 30D | -0.8% | +2.5% | -3.3% | -2.8% |
| 3M | +26.4% | +6.1% | +20.3% | +20.8% |
| 6M | +48.4% | +31.3% | +17.1% | +20.5% |
| YTD | -3.1% | +33.6% | -36.7% | -22.2% |
| 1Y | -8.7% | +48.5% | -57.2% | -32.7% |
| 3Y | -45.8% | +69.6% | -115.4% | -64.8% |
| All | -75.0% | +119.0% | -194.1% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling