+49.2%
PPL vs FRSH
-72.5%
+121.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.1% |
| 7D | 0.0% | -16.0% | +16.1% | +0.7% |
| 30D | +4.3% | -14.7% | +18.9% | +4.9% |
| 3M | +2.9% | -0.8% | +3.8% | +2.8% |
| 6M | +1.1% | +34.5% | -33.4% | -0.5% |
| YTD | +4.5% | -3.0% | +7.5% | +4.1% |
| 1Y | +0.1% | +4.9% | -4.8% | -0.7% |
| 3Y | +55.7% | -31.9% | +87.6% | +56.4% |
| 5Y | +47.6% | -68.7% | +116.3% | +43.2% |
| All | +49.2% | -72.5% | +121.7% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling