+38.4%
PL vs FRSH
-70.7%
+109.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +10.0% | +4.6% | +5.4% | +7.7% |
| 30D | -2.3% | -7.5% | +5.2% | +0.6% |
| 3M | -44.2% | -0.1% | -44.1% | -45.0% |
| 6M | -66.1% | +54.5% | -120.6% | -73.5% |
| YTD | -30.0% | +3.4% | -33.4% | -35.8% |
| 1Y | +21.0% | +6.4% | +14.7% | +8.8% |
| 3Y | +516.5% | -26.3% | +542.8% | +545.9% |
| 5Y | +32.0% | -66.4% | +98.4% | +53.3% |
| All | +38.4% | -70.7% | +109.1% | +60.6% |
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