+111.0%
PBF vs FRSH
+21.1%
+89.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.3% | -0.4% | -6.2% |
| 7D | -0.9% | -13.8% | +12.9% | +0.2% |
| 30D | -13.7% | +0.3% | -14.0% | -13.6% |
| 3M | +10.6% | +10.1% | +0.5% | +9.7% |
| 6M | +61.2% | +47.7% | +13.5% | +54.3% |
| YTD | +172.7% | +8.2% | +164.5% | +146.1% |
| 1Y | +111.0% | +21.4% | +89.6% | +80.8% |
| All | +111.0% | +21.1% | +89.9% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 1y: compounded portfolio wealth divided by compounded FRSH 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…
1y analysis · Full analysis span regression · 6 months rolling