-84.3%
FRMI vs PTC
-30.2%
-54.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.0% | +11.4% | +4.0% |
| 7D | +2.4% | -10.3% | +12.7% | +0.2% |
| 30D | -17.3% | +1.1% | -18.4% | -17.2% |
| 3M | -17.2% | +1.6% | -18.8% | -16.8% |
| 6M | -43.4% | -13.5% | -29.9% | -40.8% |
| YTD | -36.0% | -19.1% | -16.9% | -32.0% |
| All | -84.3% | -30.2% | -54.1% | -84.4% |
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