-93.2%
FRMI vs PNC
+32.8%
-125.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.8% | -12.3% | -11.3% |
| 7D | -39.7% | +2.3% | -42.0% | -40.4% |
| 30D | -55.2% | +7.0% | -62.1% | -56.6% |
| 3M | -71.2% | -7.3% | -63.9% | -69.9% |
| 6M | -64.1% | +8.9% | -73.0% | -66.1% |
| YTD | -77.2% | +15.5% | -92.8% | -80.5% |
| 1Y | -93.2% | +31.8% | -125.0% | -94.2% |
| All | -93.2% | +32.8% | -125.9% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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