-74.9%
FRSH vs PFGC
+108.8%
-183.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | -9.6% | -3.7% | -5.8% | -7.9% |
| 30D | -0.4% | -16.0% | +15.5% | +8.0% |
| 3M | +27.2% | -4.1% | +31.3% | +29.5% |
| 6M | +42.2% | +8.7% | +33.5% | +34.8% |
| YTD | -2.6% | +6.4% | -9.0% | -8.2% |
| 1Y | -10.2% | -8.4% | -1.8% | -8.3% |
| 3Y | -45.5% | +61.8% | -107.3% | -61.2% |
| All | -74.9% | +108.8% | -183.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling