-84.3%
FRMI vs PNC
+27.1%
-111.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.2% | +5.3% |
| 7D | +2.4% | +1.4% | +1.0% | +1.8% |
| 30D | -17.3% | -3.8% | -13.5% | -15.9% |
| 3M | -17.2% | +9.0% | -26.2% | -20.6% |
| 6M | -43.4% | +16.6% | -60.0% | -48.3% |
| YTD | -36.0% | +20.4% | -56.4% | -42.4% |
| All | -84.3% | +27.1% | -111.3% | -85.4% |
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