-92.0%
FRMI vs PENG
+80.2%
-172.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -5.5% | +32.2% | +28.8% |
| 7D | +66.2% | +13.2% | +53.0% | +58.2% |
| 30D | -17.4% | -29.9% | +12.5% | -7.2% |
| 3M | -60.5% | -22.2% | -38.2% | -57.8% |
| 6M | -56.5% | -1.9% | -54.6% | -61.5% |
| YTD | -67.4% | +142.1% | -209.5% | -83.6% |
| 1Y | -85.1% | +151.5% | -236.6% | -92.5% |
| All | -92.0% | +80.2% | -172.2% | -95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling