+89.6%
PR vs FRSH
-34.1%
+123.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.6% | +2.7% |
| 7D | -16.4% | -17.7% | +1.3% | -13.6% |
| 30D | -1.9% | -11.0% | +9.1% | 0.0% |
| 3M | +8.0% | +4.5% | +3.5% | +6.8% |
| 6M | +4.1% | +36.2% | -32.1% | -2.6% |
| YTD | +58.7% | -1.1% | +59.8% | +57.2% |
| 1Y | +75.8% | +11.6% | +64.2% | +68.6% |
| All | +89.6% | -34.1% | +123.7% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling