+75.3%
PBR vs FRMI
-78.1%
+153.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.9% | -0.9% |
| 7D | +5.4% | +7.4% | -2.1% | +5.3% |
| 30D | +22.9% | -27.6% | +50.5% | +23.1% |
| 3M | +19.6% | -20.9% | +40.5% | +19.6% |
| 6M | +16.5% | -36.6% | +53.1% | +17.0% |
| YTD | +86.7% | -31.3% | +117.9% | +87.8% |
| All | +75.3% | -78.1% | +153.4% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling