-83.0%
FRMI vs PBF
+157.4%
-240.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -3.1% |
| 7D | +15.9% | +1.4% | +14.6% | +15.9% |
| 30D | -6.0% | +15.8% | -21.8% | -6.7% |
| 3M | -1.6% | +90.3% | -91.9% | -1.7% |
| 6M | -30.7% | +102.8% | -133.5% | -31.8% |
| YTD | -30.9% | +187.3% | -218.2% | -31.8% |
| All | -83.0% | +157.4% | -240.4% | -81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling