-93.2%
FRMI vs PPG
+38.5%
-131.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.0% | -15.5% | -12.7% |
| 7D | -39.7% | +7.5% | -47.2% | -42.0% |
| 30D | -55.2% | +20.9% | -76.1% | -59.3% |
| 3M | -71.2% | +8.7% | -79.9% | -72.6% |
| 6M | -64.1% | +23.8% | -87.9% | -67.9% |
| YTD | -77.2% | +26.5% | -103.8% | -78.4% |
| 1Y | -93.2% | +37.6% | -130.8% | -92.7% |
| All | -93.2% | +38.5% | -131.6% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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