-83.1%
FRMI vs PFGC
-9.4%
-73.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.2% |
| 7D | +7.4% | -4.8% | +12.2% | +9.7% |
| 30D | -27.6% | -12.5% | -15.1% | -22.9% |
| 3M | -20.9% | -9.7% | -11.1% | -19.0% |
| 6M | -36.6% | +7.0% | -43.6% | -40.5% |
| YTD | -31.3% | +4.5% | -35.7% | -36.0% |
| All | -83.1% | -9.4% | -73.7% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling