+5.1%
PEP vs FRSH
-70.6%
+75.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.1% | -0.6% |
| 7D | -1.4% | -8.2% | +6.8% | -1.3% |
| 30D | +0.2% | +10.5% | -10.3% | +0.1% |
| 3M | -1.1% | +32.7% | -33.9% | -1.5% |
| 6M | -13.5% | +50.3% | -63.8% | -14.0% |
| YTD | -1.2% | +3.9% | -5.1% | -1.2% |
| 1Y | -1.6% | -2.2% | +0.6% | -1.5% |
| 3Y | -12.5% | -42.9% | +30.4% | -11.9% |
| All | +5.1% | -70.6% | +75.7% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling