+21.0%
PFE vs FRSH
-27.1%
+48.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | +4.6% | -6.3% | -1.9% |
| 30D | +0.3% | -7.5% | +7.8% | +0.7% |
| 3M | +9.4% | -0.1% | +9.5% | +9.2% |
| 6M | +14.9% | +54.5% | -39.6% | +11.8% |
| YTD | +23.8% | +3.4% | +20.4% | +23.3% |
| 1Y | +19.5% | +6.4% | +13.1% | +18.7% |
| 3Y | +21.0% | -26.3% | +47.3% | +24.2% |
| All | +21.0% | -27.1% | +48.1% | +24.2% |
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 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