-1.6%
PFE vs FRSH
-48.3%
+46.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -2.0% |
| 7D | -2.7% | -10.1% | +7.4% | -2.0% |
| 30D | +3.8% | +2.2% | +1.7% | +3.7% |
| 3M | +10.4% | +28.6% | -18.2% | +8.6% |
| 6M | +6.3% | +40.2% | -34.0% | +3.8% |
| YTD | +17.4% | -1.2% | +18.6% | +17.3% |
| 1Y | +21.1% | -7.9% | +29.1% | +21.6% |
| 3Y | -1.6% | -44.7% | +43.2% | -3.5% |
| All | -1.6% | -48.3% | +46.7% | -3.5% |
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