-2.6%
PEP vs FRSH
-3.3%
+0.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.7% | +3.0% | -1.8% |
| 7D | -2.4% | -8.2% | +5.7% | -2.6% |
| 30D | -0.8% | +10.5% | -11.3% | -0.5% |
| 3M | -2.2% | +32.7% | -34.9% | -1.0% |
| 6M | -14.4% | +50.3% | -64.7% | -12.3% |
| YTD | -2.2% | +3.9% | -6.1% | -2.4% |
| 1Y | -2.6% | -2.2% | -0.4% | -4.8% |
| All | -2.6% | -3.3% | +0.8% | -4.8% |
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