-83.0%
FRMI vs PTC
-36.2%
-46.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -4.0% |
| 7D | +15.9% | -13.6% | +29.5% | +12.1% |
| 30D | -6.0% | -14.7% | +8.7% | -9.0% |
| 3M | -1.6% | -5.9% | +4.3% | -3.2% |
| 6M | -30.7% | -21.1% | -9.6% | -29.0% |
| YTD | -30.9% | -26.0% | -4.9% | -28.2% |
| All | -83.0% | -36.2% | -46.8% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling