-84.3%
FRMI vs PPG
+10.0%
-94.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.7% | +4.7% |
| 7D | +2.4% | -1.5% | +3.9% | +3.0% |
| 30D | -17.3% | -5.0% | -12.3% | -15.7% |
| 3M | -17.2% | +1.1% | -18.3% | -18.0% |
| 6M | -43.4% | -3.2% | -40.2% | -45.4% |
| YTD | -36.0% | +11.9% | -47.9% | -34.1% |
| All | -84.3% | +10.0% | -94.3% | -83.0% |
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