-95.2%
FRMI vs PR
+78.2%
-173.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.4% |
| 7D | -39.8% | -16.4% | -23.4% | -39.3% |
| 30D | -60.5% | -1.9% | -58.6% | -59.6% |
| 3M | -74.6% | +8.0% | -82.6% | -73.9% |
| 6M | -71.8% | +4.1% | -75.9% | -70.7% |
| YTD | -80.4% | +58.7% | -139.1% | -79.5% |
| 1Y | -93.9% | +75.8% | -169.7% | -92.7% |
| All | -95.2% | +78.2% | -173.4% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling