-93.2%
FRMI vs PBF
+120.1%
-213.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -6.7% | -3.9% | -9.8% |
| 7D | -39.7% | -0.9% | -38.8% | -39.6% |
| 30D | -55.2% | -13.7% | -41.5% | -54.4% |
| 3M | -71.2% | +10.6% | -81.8% | -71.3% |
| 6M | -64.1% | +61.2% | -125.3% | -64.7% |
| YTD | -77.2% | +172.7% | -250.0% | -79.3% |
| 1Y | -93.2% | +111.0% | -204.2% | -93.1% |
| All | -93.2% | +120.1% | -213.2% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling