-84.3%
FRMI vs PR
+90.1%
-174.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +7.0% | +5.3% |
| 7D | +2.4% | +2.9% | -0.5% | +2.4% |
| 30D | -17.3% | +18.0% | -35.3% | -16.6% |
| 3M | -17.2% | +16.9% | -34.0% | -16.1% |
| 6M | -43.4% | +28.2% | -71.6% | -43.6% |
| YTD | -36.0% | +69.3% | -105.3% | -34.6% |
| All | -84.3% | +90.1% | -174.4% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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