+45.3%
PPL vs FRSH
-72.0%
+117.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.9% | +0.1% |
| 7D | +1.8% | -10.1% | +11.9% | +2.2% |
| 30D | -1.1% | +2.2% | -3.3% | -1.2% |
| 3M | 0.0% | +28.6% | -28.6% | -1.1% |
| 6M | -7.6% | +40.2% | -47.8% | -9.2% |
| YTD | +1.7% | -1.2% | +3.0% | +1.4% |
| 1Y | +1.5% | -7.9% | +9.4% | +1.5% |
| 3Y | +55.3% | -44.7% | +100.0% | +58.0% |
| All | +45.3% | -72.0% | +117.3% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling