+660.5%
PBF vs FRSH
-72.6%
+733.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +2.3% | -11.2% | +13.5% | +3.8% |
| 30D | +11.6% | -0.8% | +12.4% | +11.5% |
| 3M | +81.7% | +26.4% | +55.3% | +76.0% |
| 6M | +96.4% | +48.4% | +48.1% | +86.1% |
| YTD | +189.5% | -3.1% | +192.6% | +186.6% |
| 1Y | +180.7% | -8.7% | +189.4% | +179.6% |
| 3Y | +56.6% | -45.8% | +102.4% | +61.4% |
| All | +660.5% | -72.6% | +733.1% | +684.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling