-18.0%
PFE vs FRSH
-72.6%
+54.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -4.0% | -11.2% | +7.1% | -3.4% |
| 30D | +3.9% | -0.8% | +4.7% | +3.9% |
| 3M | +9.9% | +26.4% | -16.5% | +8.5% |
| 6M | +5.3% | +48.4% | -43.1% | +2.9% |
| YTD | +16.8% | -3.1% | +19.9% | +16.5% |
| 1Y | +20.4% | -8.7% | +29.1% | +20.5% |
| 3Y | -2.1% | -45.8% | +43.7% | -0.8% |
| All | -18.0% | -72.6% | +54.5% | -15.2% |
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