-19.8%
PNR vs FRSH
-72.5%
+52.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -6.0% | -6.6% | +0.6% | -4.8% |
| 30D | -14.0% | +2.1% | -16.1% | -14.5% |
| 3M | -21.7% | +29.0% | -50.7% | -25.7% |
| 6M | -37.3% | +48.6% | -85.9% | -42.6% |
| YTD | -45.1% | -2.9% | -42.2% | -45.7% |
| 1Y | -49.1% | -7.9% | -41.2% | -49.2% |
| 3Y | -14.8% | -46.5% | +31.7% | -8.3% |
| All | -19.8% | -72.5% | +52.7% | -14.8% |
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 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