-93.2%
FRMI vs PNR
-31.2%
-62.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.3% | -13.9% | -11.3% |
| 7D | -39.7% | +11.9% | -51.6% | -41.7% |
| 30D | -55.2% | +37.1% | -92.3% | -59.2% |
| 3M | -71.2% | +5.7% | -76.9% | -71.8% |
| 6M | -64.1% | -5.7% | -58.4% | -63.4% |
| YTD | -77.2% | -29.8% | -47.4% | -74.8% |
| 1Y | -93.2% | -31.8% | -61.4% | -92.4% |
| All | -93.2% | -31.2% | -62.0% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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