+17.0%
PG vs FRSH
+21.1%
-4.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.3% | +9.5% | +3.0% |
| 7D | +5.7% | -13.8% | +19.5% | +5.2% |
| 30D | +15.4% | +0.3% | +15.1% | +15.4% |
| 3M | +13.8% | +10.1% | +3.7% | +14.3% |
| 6M | +18.3% | +47.7% | -29.3% | +21.3% |
| YTD | +20.1% | +8.2% | +11.9% | +22.6% |
| 1Y | +17.0% | +21.4% | -4.4% | +16.7% |
| All | +17.0% | +21.1% | -4.1% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling