+43.1%
PPL vs FRSH
-72.4%
+115.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | 0.0% | -9.6% | +9.6% | +0.4% |
| 30D | -1.3% | -0.4% | -0.8% | -1.3% |
| 3M | -2.6% | +27.2% | -29.8% | -3.7% |
| 6M | -8.4% | +42.2% | -50.6% | -10.0% |
| YTD | +0.2% | -2.6% | +2.8% | -0.1% |
| 1Y | -0.2% | -10.2% | +9.9% | -0.2% |
| 3Y | +52.9% | -45.5% | +98.4% | +55.7% |
| All | +43.1% | -72.4% | +115.5% | +38.6% |
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