-93.4%
FRMI vs PR
+66.2%
-159.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.0% |
| 7D | -24.7% | -12.4% | -12.3% | -22.1% |
| 30D | -51.6% | -6.6% | -45.0% | -50.0% |
| 3M | -73.1% | +7.5% | -80.6% | -72.8% |
| 6M | -68.3% | +10.8% | -79.0% | -68.3% |
| YTD | -79.3% | +57.0% | -136.3% | -84.5% |
| All | -93.4% | +66.2% | -159.6% | -95.3% |
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