+81.6%
PL vs FRSH
-70.6%
+152.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.5% | +0.8% |
| 7D | -9.3% | -8.2% | -1.2% | -5.9% |
| 30D | -18.9% | +10.5% | -29.4% | -23.1% |
| 3M | -58.4% | +32.7% | -91.1% | -64.2% |
| 6M | -30.3% | +50.3% | -80.6% | -45.1% |
| YTD | -8.1% | +3.9% | -12.0% | -15.1% |
| 1Y | +180.5% | -2.2% | +182.6% | +165.0% |
| 3Y | +444.1% | -42.9% | +487.1% | +550.3% |
| All | +81.6% | -70.6% | +152.1% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling