-9.6%
PCG vs FRMI
-78.6%
+68.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.1% |
| 7D | +0.5% | +10.9% | -10.4% | +0.4% |
| 30D | -18.9% | -24.3% | +5.4% | -18.8% |
| 3M | -15.8% | -21.8% | +5.9% | -15.9% |
| 6M | -22.6% | -33.0% | +10.5% | -22.3% |
| YTD | -12.2% | -32.6% | +20.4% | -11.7% |
| All | -9.6% | -78.6% | +68.9% | -12.1% |
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