-83.4%
FRMI vs PTC
-36.2%
-47.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.6% |
| 7D | +10.9% | -14.2% | +25.1% | +7.1% |
| 30D | -24.3% | -14.4% | -9.9% | -26.7% |
| 3M | -21.8% | -4.7% | -17.1% | -23.0% |
| 6M | -33.0% | -19.3% | -13.7% | -32.0% |
| YTD | -32.6% | -26.1% | -6.5% | -30.0% |
| All | -83.4% | -36.2% | -47.2% | -84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling