-92.0%
FRMI vs PFG
+42.0%
-134.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.5% | +26.2% | +26.6% |
| 7D | +66.2% | +2.4% | +63.9% | +65.1% |
| 30D | -17.4% | +5.9% | -23.3% | -18.0% |
| 3M | -60.5% | -0.4% | -60.0% | -60.6% |
| 6M | -56.5% | +14.8% | -71.3% | -58.2% |
| YTD | -67.4% | +31.9% | -99.3% | -68.6% |
| 1Y | -85.1% | +38.8% | -123.9% | -85.2% |
| All | -92.0% | +42.0% | -134.0% | -92.0% |
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 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