-93.2%
FRMI vs PTC
+0.1%
-93.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.6% | -11.1% | -10.5% |
| 7D | -39.7% | +0.1% | -39.8% | -39.7% |
| 30D | -55.2% | +1.5% | -56.7% | -55.1% |
| 3M | -71.2% | +37.8% | -108.9% | -69.9% |
| 6M | -64.1% | +41.2% | -105.3% | -62.6% |
| YTD | -77.2% | +12.0% | -89.3% | -73.7% |
| 1Y | -93.2% | +1.6% | -94.8% | -91.6% |
| All | -93.2% | +0.1% | -93.2% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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