-0.2%
PPL vs FRSH
-9.1%
+8.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | 0.0% | -9.6% | +9.6% | -0.2% |
| 30D | -1.3% | -0.4% | -0.8% | -1.3% |
| 3M | -2.6% | +27.2% | -29.8% | -2.2% |
| 6M | -8.4% | +42.2% | -50.6% | -7.9% |
| YTD | +0.2% | -2.6% | +2.8% | -1.3% |
| 1Y | -0.2% | -10.2% | +9.9% | -2.3% |
| All | -0.2% | -9.1% | +8.8% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling