-14.3%
PCG vs FRMI
-89.6%
+75.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +26.7% | -24.5% | +1.7% |
| 7D | +2.2% | +66.2% | -64.1% | +1.3% |
| 30D | +0.8% | -17.4% | +18.2% | +0.9% |
| 3M | -23.8% | -60.5% | +36.7% | -23.1% |
| 6M | -19.6% | -56.5% | +36.9% | -19.0% |
| YTD | -16.7% | -67.4% | +50.6% | -15.5% |
| 1Y | -19.4% | -85.1% | +65.7% | -19.5% |
| All | -14.3% | -89.6% | +75.3% | -16.0% |
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