+47.4%
PCG vs FRSH
-70.6%
+118.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.7% | +7.2% | +2.8% |
| 7D | -13.9% | -8.2% | -5.7% | -13.3% |
| 30D | -16.9% | +10.5% | -27.4% | -17.6% |
| 3M | -14.7% | +32.7% | -47.5% | -16.9% |
| 6M | -23.8% | +50.3% | -74.1% | -26.8% |
| YTD | -10.5% | +3.9% | -14.4% | -11.4% |
| 1Y | -5.1% | -2.2% | -3.0% | -5.6% |
| 3Y | -11.6% | -42.9% | +31.3% | -8.8% |
| All | +47.4% | -70.6% | +118.0% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling