-92.0%
FRMI vs PTC
-2.9%
-89.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.1% | +26.8% | +26.7% |
| 7D | +66.2% | +0.5% | +65.8% | +66.3% |
| 30D | -17.4% | +1.2% | -18.6% | -17.3% |
| 3M | -60.5% | +27.4% | -87.8% | -59.2% |
| 6M | -56.5% | +39.2% | -95.7% | -54.2% |
| YTD | -67.4% | +12.5% | -79.9% | -63.6% |
| 1Y | -85.1% | +12.3% | -97.4% | -83.2% |
| All | -92.0% | -2.9% | -89.1% | -91.7% |
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