-8.6%
PCG vs FRMI
-78.0%
+69.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -4.2% |
| 7D | +6.5% | +15.9% | -9.5% | +6.3% |
| 30D | -16.7% | -6.0% | -10.8% | -16.7% |
| 3M | -14.2% | -1.6% | -12.6% | -14.2% |
| 6M | -21.5% | -30.7% | +9.2% | -21.2% |
| YTD | -11.2% | -30.9% | +19.7% | -10.7% |
| All | -8.6% | -78.0% | +69.4% | -11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling