-93.2%
FRMI vs PFG
+46.8%
-140.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.1% | -14.7% | -11.0% |
| 7D | -39.7% | +4.9% | -44.6% | -40.1% |
| 30D | -55.2% | +5.7% | -60.8% | -55.5% |
| 3M | -71.2% | +2.6% | -73.7% | -71.4% |
| 6M | -64.1% | +19.8% | -83.9% | -65.8% |
| YTD | -77.2% | +36.3% | -113.5% | -78.4% |
| 1Y | -93.2% | +47.9% | -141.0% | -93.0% |
| All | -93.2% | +46.8% | -140.0% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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