+11.1%
PEP vs FRSH
-70.7%
+81.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.9% | +4.6% | -1.7% | +2.8% |
| 30D | +12.5% | -7.5% | +20.0% | +12.6% |
| 3M | +4.5% | -0.1% | +4.6% | +4.5% |
| 6M | -0.5% | +54.5% | -55.0% | -1.1% |
| YTD | +4.4% | +3.4% | +1.0% | +4.3% |
| 1Y | +4.4% | +6.4% | -2.0% | +4.2% |
| 3Y | -3.4% | -26.3% | +22.9% | -3.3% |
| 5Y | +5.2% | -66.4% | +71.6% | +2.1% |
| All | +11.1% | -70.7% | +81.8% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling