+0.6%
PEP vs FRMI
-77.3%
+77.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.5% | -10.9% | +0.8% |
| 7D | +0.1% | +23.3% | -23.2% | +0.5% |
| 30D | +0.7% | -7.6% | +8.3% | +0.6% |
| 3M | -0.5% | +0.2% | -0.7% | -0.6% |
| 6M | -11.3% | -28.7% | +17.4% | -11.4% |
| YTD | -0.6% | -28.6% | +28.0% | -0.6% |
| All | +0.6% | -77.3% | +77.9% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling