-83.4%
FRMI vs PBF
+159.3%
-242.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.6% |
| 7D | +10.9% | +2.3% | +8.6% | +10.8% |
| 30D | -24.3% | +11.6% | -35.9% | -24.7% |
| 3M | -21.8% | +81.7% | -103.5% | -21.8% |
| 6M | -33.0% | +96.4% | -129.5% | -34.0% |
| YTD | -32.6% | +189.5% | -222.1% | -33.5% |
| All | -83.4% | +159.3% | -242.7% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling