+180.4%
PBF vs FRSH
-9.2%
+189.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +5.3% | -6.6% | +11.9% | +6.1% |
| 30D | +11.7% | +2.1% | +9.6% | +11.1% |
| 3M | +91.1% | +29.0% | +62.1% | +84.4% |
| 6M | +88.4% | +48.6% | +39.8% | +80.2% |
| YTD | +194.1% | -2.9% | +197.0% | +175.6% |
| 1Y | +180.4% | -7.9% | +188.3% | +169.2% |
| All | +180.4% | -9.2% | +189.6% | +169.2% |
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