-82.4%
FRMI vs PBF
+158.3%
-240.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +3.3% | +8.3% | +11.4% |
| 7D | +23.3% | +2.4% | +21.0% | +23.2% |
| 30D | -7.6% | +24.9% | -32.5% | -8.7% |
| 3M | +0.2% | +81.9% | -81.7% | -0.1% |
| 6M | -28.7% | +79.4% | -108.1% | -29.4% |
| YTD | -28.6% | +188.3% | -216.9% | -29.6% |
| All | -82.4% | +158.3% | -240.7% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling