+381.4%
PR vs FRSH
-72.4%
+453.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -0.8% | -9.6% | +8.7% | +0.6% |
| 30D | +11.3% | -0.4% | +11.7% | +11.1% |
| 3M | +24.1% | +27.2% | -3.1% | +19.0% |
| 6M | +25.4% | +42.2% | -16.8% | +17.7% |
| YTD | +71.2% | -2.6% | +73.8% | +69.2% |
| 1Y | +78.6% | -10.2% | +88.8% | +78.6% |
| 3Y | +85.2% | -45.5% | +130.8% | +94.0% |
| All | +381.4% | -72.4% | +453.8% | +377.8% |
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