-19.2%
PPG vs FRSH
-72.5%
+53.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -6.2% | -6.6% | +0.4% | -5.4% |
| 30D | -7.9% | +2.1% | -10.0% | -8.3% |
| 3M | -10.2% | +29.0% | -39.2% | -13.6% |
| 6M | +2.7% | +48.6% | -46.0% | -3.7% |
| YTD | +4.9% | -2.9% | +7.8% | +4.1% |
| 1Y | -3.2% | -7.9% | +4.7% | -3.3% |
| 3Y | -17.0% | -46.5% | +29.5% | -12.4% |
| All | -19.2% | -72.5% | +53.3% | -19.7% |
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