-83.1%
FRMI vs PBF
+163.4%
-246.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.5% | +2.0% |
| 7D | +7.4% | +5.3% | +2.1% | +7.2% |
| 30D | -27.6% | +11.7% | -39.4% | -28.0% |
| 3M | -20.9% | +91.1% | -111.9% | -21.0% |
| 6M | -36.6% | +88.4% | -125.0% | -37.3% |
| YTD | -31.3% | +194.1% | -225.3% | -32.2% |
| All | -83.1% | +163.4% | -246.5% | -81.4% |
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