+254.6%
PH vs FRSH
-72.5%
+327.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -1.3% | -6.6% | +5.3% | -0.4% |
| 30D | -11.0% | +2.1% | -13.1% | -11.4% |
| 3M | +5.5% | +29.0% | -23.4% | +1.2% |
| 6M | +1.5% | +48.6% | -47.2% | -5.5% |
| YTD | +8.8% | -2.9% | +11.7% | +7.7% |
| 1Y | +24.5% | -7.9% | +32.4% | +24.1% |
| 3Y | +141.2% | -46.5% | +187.7% | +155.6% |
| All | +254.6% | -72.5% | +327.1% | +243.5% |
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 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