+11.1%
PCAR vs FRMI
-93.9%
+104.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.2% | +7.4% | +0.2% |
| 7D | +3.8% | -24.3% | +28.1% | +4.0% |
| 30D | -2.0% | -55.1% | +53.1% | -1.5% |
| 3M | -19.1% | -73.8% | +54.7% | -18.4% |
| 6M | -6.8% | -70.6% | +63.7% | -5.9% |
| YTD | -2.5% | -80.8% | +78.3% | -1.2% |
| 1Y | +9.7% | -93.9% | +103.6% | +7.4% |
| All | +11.1% | -93.9% | +104.9% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling