-95.2%
FRMI vs PCOR
+3.5%
-98.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -39.8% | +22.7% | -62.6% | -38.9% |
| 30D | -60.5% | +37.5% | -97.9% | -59.9% |
| 3M | -74.6% | +35.2% | -109.8% | -74.3% |
| 6M | -71.8% | +42.2% | -114.0% | -71.3% |
| YTD | -80.4% | +3.6% | -83.9% | -80.0% |
| 1Y | -93.9% | -4.8% | -89.1% | -93.7% |
| All | -95.2% | +3.5% | -98.6% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling