-84.3%
FRMI vs PENG
+97.0%
-181.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.4% | -1.1% | +3.1% |
| 7D | +2.4% | +4.5% | -2.1% | +0.9% |
| 30D | -17.3% | -7.1% | -10.2% | -15.4% |
| 3M | -17.2% | -27.3% | +10.1% | -11.4% |
| 6M | -43.4% | +169.6% | -212.9% | -71.9% |
| YTD | -36.0% | +164.6% | -200.6% | -68.2% |
| All | -84.3% | +97.0% | -181.2% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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