-93.2%
FRMI vs PCOR
+4.0%
-97.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +19.7% | -30.2% | -9.8% |
| 7D | -39.7% | +21.8% | -61.6% | -39.3% |
| 30D | -55.2% | +39.5% | -94.7% | -55.1% |
| 3M | -71.2% | +35.2% | -106.4% | -71.2% |
| 6M | -64.1% | +21.7% | -85.8% | -62.5% |
| YTD | -77.2% | +3.9% | -81.2% | -74.9% |
| 1Y | -93.2% | +6.9% | -100.1% | -92.2% |
| All | -93.2% | +4.0% | -97.2% | -92.2% |
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