-3.4%
PCAR vs FRMI
-64.3%
+60.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +17.5% | -15.1% | +2.1% |
| 7D | +2.2% | -0.5% | +2.7% | +2.0% |
| 30D | +0.3% | -44.3% | +44.6% | +0.8% |
| 3M | -17.9% | -74.6% | +56.7% | -16.5% |
| 6M | -3.4% | -66.3% | +62.9% | -1.7% |
| All | -3.4% | -64.3% | +60.9% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling