-84.3%
FRMI vs PCOR
-20.3%
-63.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.3% | +9.6% | +5.4% |
| 7D | +2.4% | -9.0% | +11.4% | +2.5% |
| 30D | -17.3% | +4.2% | -21.5% | -17.4% |
| 3M | -17.2% | +14.4% | -31.6% | -17.2% |
| 6M | -43.4% | +0.2% | -43.5% | -43.2% |
| YTD | -36.0% | -20.3% | -15.7% | -35.7% |
| All | -84.3% | -20.3% | -63.9% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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