-83.0%
FRMI vs PFG
+42.6%
-125.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | +15.9% | +3.2% | +12.7% | +14.7% |
| 30D | -6.0% | +0.9% | -6.9% | -6.5% |
| 3M | -1.6% | +7.7% | -9.3% | -4.3% |
| 6M | -30.7% | +29.0% | -59.7% | -33.5% |
| YTD | -30.9% | +32.5% | -63.3% | -33.5% |
| All | -83.0% | +42.6% | -125.6% | -83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling