+6.6%
PL vs FRSH
+6.2%
+0.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | +5.6% | -16.0% | +21.7% | +5.8% |
| 30D | -16.9% | -14.7% | -2.3% | -16.8% |
| 3M | -38.2% | -0.8% | -37.4% | -37.8% |
| 6M | -63.4% | +34.5% | -98.0% | -63.1% |
| YTD | -27.6% | -3.0% | -24.6% | -36.7% |
| 1Y | +6.6% | +4.9% | +1.7% | -13.8% |
| All | +6.6% | +6.2% | +0.4% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling