+9.0%
PFE vs FRMI
-78.1%
+87.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | +0.3% |
| 7D | -2.6% | +7.4% | -10.0% | -2.4% |
| 30D | +5.4% | -27.6% | +33.0% | +4.6% |
| 3M | +7.8% | -20.9% | +28.6% | +7.6% |
| 6M | +5.0% | -36.6% | +41.6% | +4.8% |
| YTD | +17.1% | -31.3% | +48.3% | +17.3% |
| All | +9.0% | -78.1% | +87.1% | +5.8% |
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