-85.1%
FRMI vs PBF
+90.5%
-175.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.5% | +26.2% | +26.6% |
| 7D | +66.2% | +6.5% | +59.8% | +65.0% |
| 30D | -17.4% | -20.0% | +2.6% | -15.7% |
| 3M | -60.5% | -3.3% | -57.1% | -60.0% |
| 6M | -56.5% | +76.8% | -133.3% | -56.3% |
| YTD | -67.4% | +168.9% | -236.3% | -68.2% |
| 1Y | -85.1% | +96.4% | -181.4% | -83.7% |
| All | -85.1% | +90.5% | -175.5% | -83.7% |
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