+40.3%
PEG vs FRSH
-72.5%
+112.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.9% | -6.6% | +5.7% | -0.7% |
| 30D | -3.7% | +2.1% | -5.8% | -3.8% |
| 3M | -7.3% | +29.0% | -36.2% | -8.0% |
| 6M | -10.5% | +48.6% | -59.1% | -11.7% |
| YTD | -7.5% | -2.9% | -4.6% | -7.5% |
| 1Y | -8.7% | -7.9% | -0.8% | -8.6% |
| 3Y | +31.4% | -46.5% | +77.9% | +33.6% |
| All | +40.3% | -72.5% | +112.8% | +36.1% |
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