-83.4%
FRMI vs PSLV
+31.0%
-114.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.8% | +0.1% |
| 7D | +10.9% | -4.9% | +15.8% | +13.5% |
| 30D | -24.3% | -1.9% | -22.4% | -23.4% |
| 3M | -21.8% | +4.2% | -26.0% | -23.5% |
| 6M | -33.0% | -27.6% | -5.5% | -23.7% |
| YTD | -32.6% | -11.7% | -21.0% | -36.9% |
| All | -83.4% | +31.0% | -114.4% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling