-15.7%
PFE vs FRSH
-70.6%
+54.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -1.0% |
| 7D | +1.8% | -8.2% | +9.9% | +2.2% |
| 30D | +10.2% | +10.5% | -0.3% | +9.6% |
| 3M | +12.7% | +32.7% | -20.1% | +11.0% |
| 6M | +10.5% | +50.3% | -39.8% | +8.0% |
| YTD | +20.2% | +3.9% | +16.2% | +19.5% |
| 1Y | +24.1% | -2.2% | +26.2% | +23.6% |
| 3Y | -3.6% | -42.9% | +39.3% | -2.6% |
| All | -15.7% | -70.6% | +54.9% | -13.0% |
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