+72.9%
PBR vs FRMI
-93.1%
+166.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -10.6% | +3.6% | -6.9% |
| 7D | -11.0% | -39.7% | +28.8% | -11.0% |
| 30D | -18.8% | -55.2% | +36.4% | -18.7% |
| 3M | +7.8% | -71.2% | +79.0% | +8.1% |
| 6M | -7.6% | -64.1% | +56.5% | -8.5% |
| YTD | +72.7% | -77.2% | +149.9% | +74.8% |
| 1Y | +72.9% | -93.2% | +166.1% | +71.1% |
| All | +72.9% | -93.1% | +166.1% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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