-84.3%
FRMI vs PFG
+45.9%
-130.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.9% | +5.7% |
| 7D | +2.4% | +5.5% | -3.1% | +0.9% |
| 30D | -17.3% | +2.4% | -19.7% | -17.9% |
| 3M | -17.2% | +13.6% | -30.7% | -20.3% |
| 6M | -43.4% | +27.9% | -71.2% | -45.9% |
| YTD | -36.0% | +35.6% | -71.6% | -38.7% |
| All | -84.3% | +45.9% | -130.2% | -84.4% |
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