-93.2%
FRMI vs PEG
-6.2%
-87.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.6% | -11.1% | -11.0% |
| 7D | -39.7% | +1.0% | -40.8% | -40.2% |
| 30D | -55.2% | +6.6% | -61.8% | -57.6% |
| 3M | -71.2% | -3.1% | -68.0% | -70.4% |
| 6M | -64.1% | -7.4% | -56.7% | -62.2% |
| YTD | -77.2% | -6.4% | -70.8% | -76.7% |
| 1Y | -93.2% | -7.4% | -85.7% | -92.8% |
| All | -93.2% | -6.2% | -87.0% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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