+138.5%
PM vs FRSH
-72.6%
+211.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +1.9% | -11.2% | +13.1% | +2.0% |
| 30D | +1.9% | -0.8% | +2.7% | +1.9% |
| 3M | +4.6% | +26.4% | -21.8% | +4.6% |
| 6M | +11.7% | +48.4% | -36.7% | +11.6% |
| YTD | +20.4% | -3.1% | +23.5% | +20.7% |
| 1Y | +19.0% | -8.7% | +27.6% | +19.3% |
| 3Y | +130.4% | -45.8% | +176.2% | +132.0% |
| All | +138.5% | -72.6% | +211.1% | +125.5% |
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