-83.1%
FRMI vs PSLV
+31.3%
-114.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +1.9% |
| 7D | +7.4% | -3.5% | +10.9% | +9.2% |
| 30D | -27.6% | -2.1% | -25.5% | -26.7% |
| 3M | -20.9% | -1.6% | -19.2% | -20.5% |
| 6M | -36.6% | -25.5% | -11.1% | -28.5% |
| YTD | -31.3% | -11.4% | -19.8% | -35.7% |
| All | -83.1% | +31.3% | -114.4% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling