+102.6%
PBR vs FRSH
-46.4%
+149.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +5.4% | -6.6% | +12.0% | +5.7% |
| 30D | +22.9% | +2.1% | +20.8% | +22.6% |
| 3M | +19.6% | +29.0% | -9.3% | +17.4% |
| 6M | +16.5% | +48.6% | -32.1% | +13.0% |
| YTD | +86.7% | -2.9% | +89.6% | +87.2% |
| 1Y | +74.7% | -7.9% | +82.6% | +75.8% |
| 3Y | +102.6% | -46.5% | +149.1% | +114.7% |
| All | +102.6% | -46.4% | +149.0% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling