+43.0%
PL vs FRSH
-72.5%
+115.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | +5.6% | -16.0% | +21.7% | +14.0% |
| 30D | -16.9% | -14.7% | -2.3% | -11.2% |
| 3M | -38.2% | -0.8% | -37.4% | -39.0% |
| 6M | -63.4% | +34.5% | -98.0% | -69.5% |
| YTD | -27.6% | -3.0% | -24.6% | -31.6% |
| 1Y | +6.6% | +4.9% | +1.7% | -4.1% |
| 3Y | +557.6% | -31.9% | +589.5% | +614.9% |
| 5Y | +39.5% | -68.7% | +108.2% | +66.9% |
| All | +43.0% | -72.5% | +115.5% | +71.0% |
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