-14.9%
PEP vs FRSH
-46.5%
+31.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -1.4% | -11.2% | +9.8% | -1.3% |
| 30D | -0.2% | -0.8% | +0.6% | -0.2% |
| 3M | -4.3% | +26.4% | -30.7% | -4.3% |
| 6M | -13.2% | +48.4% | -61.6% | -13.1% |
| YTD | -1.9% | -3.1% | +1.2% | -1.5% |
| 1Y | -0.3% | -8.7% | +8.4% | +0.2% |
| All | -14.9% | -46.5% | +31.6% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling