-83.1%
FRMI vs PNC
+26.4%
-109.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +7.4% | -0.6% | +8.0% | +7.6% |
| 30D | -27.6% | -4.4% | -23.2% | -26.3% |
| 3M | -20.9% | +5.2% | -26.1% | -22.8% |
| 6M | -36.6% | +20.6% | -57.2% | -42.9% |
| YTD | -31.3% | +19.8% | -51.0% | -38.0% |
| All | -83.1% | +26.4% | -109.5% | -84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling