-16.0%
PCG vs FRMI
-93.1%
+77.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.6% | +11.4% | +1.1% |
| 7D | +1.9% | -39.7% | +41.6% | +3.1% |
| 30D | +8.5% | -55.2% | +63.7% | +10.3% |
| 3M | -22.9% | -71.2% | +48.3% | -21.0% |
| 6M | -16.8% | -64.1% | +47.3% | -15.0% |
| YTD | -15.8% | -77.2% | +61.5% | -13.3% |
| 1Y | -16.0% | -93.2% | +77.2% | -10.6% |
| All | -16.0% | -93.1% | +77.1% | -10.6% |
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 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