-82.4%
FRMI vs PTC
-34.0%
-48.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -5.5% | +17.0% | +10.0% |
| 7D | +23.3% | -12.8% | +36.1% | +19.7% |
| 30D | -7.6% | -9.8% | +2.2% | -9.5% |
| 3M | +0.2% | -2.1% | +2.2% | -0.5% |
| 6M | -28.7% | -18.1% | -10.6% | -26.5% |
| YTD | -28.6% | -23.5% | -5.1% | -25.2% |
| All | -82.4% | -34.0% | -48.5% | -82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling