-94.9%
FRMI vs PENG
+73.9%
-168.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.3% | -3.5% | +2.2% |
| 7D | -24.7% | -3.8% | -20.9% | -24.2% |
| 30D | -51.6% | -40.1% | -11.5% | -42.2% |
| 3M | -73.1% | -21.8% | -51.4% | -71.3% |
| 6M | -68.3% | +3.3% | -71.6% | -72.7% |
| YTD | -79.3% | +133.6% | -212.9% | -89.4% |
| 1Y | -93.2% | +110.7% | -203.9% | -96.2% |
| All | -94.9% | +73.9% | -168.8% | -97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling