-93.4%
FRMI vs PENG
+108.0%
-201.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.3% | -3.5% | +2.1% |
| 7D | -24.7% | -3.8% | -20.9% | -24.2% |
| 30D | -51.6% | -40.1% | -11.5% | -41.9% |
| 3M | -73.1% | -21.8% | -51.4% | -71.2% |
| 6M | -68.3% | +3.3% | -71.6% | -73.5% |
| YTD | -79.3% | +133.6% | -212.9% | -91.2% |
| All | -93.4% | +108.0% | -201.5% | -96.5% |
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