-6.2%
POET vs FRSH
-72.6%
+66.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.9% |
| 7D | +3.7% | -11.2% | +14.8% | +6.4% |
| 30D | -11.5% | -0.8% | -10.7% | -11.9% |
| 3M | -30.8% | +26.4% | -57.2% | -35.7% |
| 6M | +8.6% | +48.4% | -39.8% | -3.5% |
| YTD | +20.1% | -3.1% | +23.2% | +16.9% |
| 1Y | +35.7% | -8.7% | +44.4% | +34.4% |
| 3Y | +116.5% | -45.8% | +162.3% | +134.7% |
| All | -6.2% | -72.6% | +66.4% | -1.7% |
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