-83.4%
FRMI vs PNR
-47.9%
-35.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.3% |
| 7D | +10.9% | -5.5% | +16.4% | +12.0% |
| 30D | -24.3% | -15.6% | -8.7% | -21.7% |
| 3M | -21.8% | -20.2% | -1.6% | -17.7% |
| 6M | -33.0% | -36.6% | +3.6% | -25.0% |
| YTD | -32.6% | -45.0% | +12.4% | -25.1% |
| All | -83.4% | -47.9% | -35.6% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling