+21.1%
PL vs FRSH
-68.5%
+89.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.6% | +15.0% | +12.5% |
| 7D | -6.8% | -17.7% | +10.9% | +1.9% |
| 30D | -29.3% | -11.0% | -18.3% | -25.7% |
| 3M | -44.8% | +4.5% | -49.2% | -46.8% |
| 6M | -68.4% | +36.2% | -104.6% | -74.0% |
| YTD | -36.4% | -1.1% | -35.2% | -40.5% |
| 1Y | +0.7% | +11.6% | -10.9% | -12.6% |
| 3Y | +455.3% | -33.9% | +489.2% | +514.6% |
| All | +21.1% | -68.5% | +89.6% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling