-75.0%
FRSH vs PFGC
+105.2%
-180.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -6.6% | -4.8% | -1.8% | -4.4% |
| 30D | +2.1% | -12.5% | +14.6% | +8.7% |
| 3M | +29.0% | -9.7% | +38.7% | +35.2% |
| 6M | +48.6% | +7.0% | +41.6% | +41.9% |
| YTD | -2.9% | +4.5% | -7.4% | -7.7% |
| 1Y | -7.9% | -11.6% | +3.7% | -4.2% |
| 3Y | -46.5% | +58.5% | -105.0% | -61.5% |
| All | -75.0% | +105.2% | -180.1% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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