-95.3%
FRMI vs PR
+78.0%
-173.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.9% | -8.2% | -7.3% |
| 7D | -24.3% | -9.5% | -14.8% | -23.6% |
| 30D | -55.1% | -5.7% | -49.4% | -54.3% |
| 3M | -73.8% | +3.0% | -76.8% | -73.2% |
| 6M | -70.6% | +11.8% | -82.4% | -69.6% |
| YTD | -80.8% | +58.5% | -139.2% | -79.9% |
| 1Y | -93.9% | +69.9% | -163.8% | -93.1% |
| All | -95.3% | +78.0% | -173.2% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling