+72.5%
PL vs FRSH
-72.4%
+145.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.7% |
| 7D | -13.9% | -9.6% | -4.3% | -10.0% |
| 30D | -25.5% | -0.4% | -25.0% | -25.9% |
| 3M | -44.8% | +27.2% | -71.9% | -51.8% |
| 6M | -33.3% | +42.2% | -75.5% | -46.1% |
| YTD | -12.7% | -2.6% | -10.1% | -17.0% |
| 1Y | +90.9% | -10.2% | +101.1% | +87.0% |
| 3Y | +528.5% | -45.5% | +574.0% | +665.6% |
| All | +72.5% | -72.4% | +145.0% | +107.6% |
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