-75.0%
FRSH vs PSLV
+164.2%
-239.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -6.6% | -3.5% | -3.1% | -6.3% |
| 30D | +2.1% | -2.1% | +4.3% | +2.2% |
| 3M | +29.0% | -1.6% | +30.6% | +29.0% |
| 6M | +48.6% | -25.5% | +74.1% | +52.8% |
| YTD | -2.9% | -11.4% | +8.5% | -8.6% |
| 1Y | -7.9% | +48.6% | -56.5% | -27.4% |
| 3Y | -46.5% | +166.9% | -213.4% | -66.5% |
| All | -75.0% | +164.2% | -239.2% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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