+69.6%
PBR vs FRSH
-3.3%
+72.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.7% | +2.8% | -2.1% |
| 7D | +8.6% | -8.2% | +16.7% | +8.3% |
| 30D | +12.8% | +10.5% | +2.3% | +13.2% |
| 3M | +14.7% | +32.7% | -18.1% | +15.8% |
| 6M | +25.2% | +50.3% | -25.1% | +27.2% |
| YTD | +77.1% | +3.9% | +73.2% | +79.4% |
| 1Y | +69.6% | -2.2% | +71.7% | +68.3% |
| All | +69.6% | -3.3% | +72.9% | +68.3% |
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