+218.5%
PWR vs FRSH
-46.4%
+264.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +5.0% | +5.1% |
| 7D | +4.2% | -6.6% | +10.8% | +4.8% |
| 30D | -4.0% | +2.1% | -6.2% | -4.4% |
| 3M | -4.8% | +29.0% | -33.7% | -8.2% |
| 6M | +14.6% | +48.6% | -34.0% | +7.1% |
| YTD | +54.2% | -2.9% | +57.2% | +55.0% |
| 1Y | +67.1% | -7.9% | +75.0% | +69.5% |
| 3Y | +218.5% | -46.5% | +265.0% | +272.7% |
| All | +218.5% | -46.4% | +264.8% | +272.7% |
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