+672.6%
PBF vs FRSH
-72.5%
+745.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +5.3% | -6.6% | +11.9% | +6.2% |
| 30D | +11.7% | +2.1% | +9.6% | +11.3% |
| 3M | +91.1% | +29.0% | +62.1% | +84.6% |
| 6M | +88.4% | +48.6% | +39.8% | +78.5% |
| YTD | +194.1% | -2.9% | +197.0% | +191.0% |
| 1Y | +180.4% | -7.9% | +188.3% | +179.0% |
| 3Y | +59.3% | -46.5% | +105.8% | +64.3% |
| All | +672.6% | -72.5% | +745.1% | +696.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling