+366.6%
PSX vs FRSH
-72.4%
+439.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | +1.8% | -9.6% | +11.4% | +2.5% |
| 30D | +21.6% | -0.4% | +22.1% | +21.6% |
| 3M | +46.5% | +27.2% | +19.3% | +44.0% |
| 6M | +62.0% | +42.2% | +19.8% | +57.9% |
| YTD | +106.3% | -2.6% | +108.9% | +105.4% |
| 1Y | +103.0% | -10.2% | +113.1% | +103.0% |
| 3Y | +135.5% | -45.5% | +181.1% | +138.1% |
| All | +366.6% | -72.4% | +439.0% | +342.0% |
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