-83.4%
FRMI vs PFG
+43.8%
-127.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.7% |
| 7D | +10.9% | -3.0% | +13.9% | +11.5% |
| 30D | -24.3% | +2.5% | -26.8% | -25.0% |
| 3M | -21.8% | +6.1% | -27.8% | -23.5% |
| 6M | -33.0% | +31.3% | -64.3% | -35.9% |
| YTD | -32.6% | +33.6% | -66.2% | -35.3% |
| All | -83.4% | +43.8% | -127.2% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling