+12.2%
PCAR vs FRMI
-93.1%
+105.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -10.6% | +14.6% | +4.2% |
| 7D | +3.7% | -39.7% | +43.4% | +4.5% |
| 30D | -2.9% | -55.2% | +52.2% | -1.7% |
| 3M | -21.7% | -71.2% | +49.4% | -20.1% |
| 6M | -6.6% | -64.1% | +57.5% | -5.3% |
| YTD | -2.2% | -77.2% | +75.0% | -0.1% |
| 1Y | +12.2% | -93.2% | +105.4% | +16.2% |
| All | +12.2% | -93.1% | +105.4% | +16.2% |
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 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