+376.1%
PR vs FRSH
-70.6%
+446.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -0.9% |
| 7D | +2.9% | -8.2% | +11.1% | +4.2% |
| 30D | +18.0% | +10.5% | +7.5% | +16.1% |
| 3M | +16.9% | +32.7% | -15.9% | +11.5% |
| 6M | +28.2% | +50.3% | -22.1% | +19.4% |
| YTD | +69.3% | +3.9% | +65.4% | +65.8% |
| 1Y | +69.5% | -2.2% | +71.7% | +67.3% |
| 3Y | +81.7% | -42.9% | +124.6% | +88.9% |
| All | +376.1% | -70.6% | +446.7% | +368.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling