+248.7%
PH vs FRSH
-72.6%
+321.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.1% | -11.2% | +8.0% | -1.6% |
| 30D | -11.8% | -0.8% | -11.0% | -11.9% |
| 3M | +6.9% | +26.4% | -19.5% | +2.8% |
| 6M | -1.3% | +48.4% | -49.6% | -8.1% |
| YTD | +7.0% | -3.1% | +10.1% | +5.9% |
| 1Y | +23.1% | -8.7% | +31.8% | +22.9% |
| 3Y | +135.4% | -45.8% | +181.2% | +149.0% |
| All | +248.7% | -72.6% | +321.2% | +237.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling