-7.4%
PEG vs FRSH
+21.1%
-28.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +0.1% |
| 7D | +1.0% | -13.8% | +14.8% | +0.1% |
| 30D | +6.6% | +0.3% | +6.3% | +6.7% |
| 3M | -3.1% | +10.1% | -13.3% | -2.2% |
| 6M | -7.4% | +47.7% | -55.0% | -4.1% |
| YTD | -6.4% | +8.2% | -14.7% | -5.5% |
| 1Y | -7.4% | +21.4% | -28.9% | -6.9% |
| All | -7.4% | +21.1% | -28.5% | -6.9% |
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