+256.7%
PH vs FRSH
-72.0%
+328.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.3% | 0.0% |
| 7D | +0.4% | -10.1% | +10.5% | +1.8% |
| 30D | -10.8% | +2.2% | -13.0% | -11.3% |
| 3M | +8.5% | +28.6% | -20.1% | +4.1% |
| 6M | +3.9% | +40.2% | -36.3% | -2.3% |
| YTD | +9.4% | -1.2% | +10.6% | +8.1% |
| 1Y | +26.8% | -7.9% | +34.7% | +26.5% |
| 3Y | +140.8% | -44.7% | +185.5% | +154.1% |
| All | +256.7% | -72.0% | +328.7% | +244.7% |
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 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