-82.4%
FRMI vs PCOR
-22.8%
-59.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -3.2% | +14.7% | +11.5% |
| 7D | +23.3% | -6.9% | +30.3% | +23.3% |
| 30D | -7.6% | -1.5% | -6.1% | -7.7% |
| 3M | +0.2% | +18.5% | -18.3% | -0.8% |
| 6M | -28.7% | -4.7% | -24.0% | -28.1% |
| YTD | -28.6% | -22.8% | -5.9% | -28.3% |
| All | -82.4% | -22.8% | -59.6% | -80.9% |
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