-95.2%
FRMI vs PENG
+59.2%
-154.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.4% | -9.8% | -2.1% |
| 7D | -39.8% | -19.4% | -20.4% | -35.0% |
| 30D | -60.5% | -42.4% | -18.1% | -52.1% |
| 3M | -74.6% | -25.6% | -49.0% | -72.3% |
| 6M | -71.8% | +7.3% | -79.0% | -76.4% |
| YTD | -80.4% | +113.9% | -194.2% | -89.6% |
| 1Y | -93.9% | +93.6% | -187.4% | -96.5% |
| All | -95.2% | +59.2% | -154.3% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling