-19.5%
PNR vs FRSH
-72.6%
+53.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -5.5% | -11.2% | +5.7% | -3.4% |
| 30D | -15.6% | -0.8% | -14.7% | -15.6% |
| 3M | -20.2% | +26.4% | -46.6% | -24.1% |
| 6M | -36.6% | +48.4% | -85.0% | -42.0% |
| YTD | -45.0% | -3.1% | -41.9% | -45.5% |
| 1Y | -47.4% | -8.7% | -38.8% | -47.4% |
| 3Y | -13.7% | -45.8% | +32.1% | -7.3% |
| All | -19.5% | -72.6% | +53.0% | -14.5% |
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 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