+15.0%
PFE vs FRMI
-91.8%
+106.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +13.8% | -15.9% | -1.7% |
| 7D | -2.1% | +34.6% | -36.7% | -1.2% |
| 30D | +3.1% | -44.6% | +47.7% | +1.6% |
| 3M | +11.2% | -72.9% | +84.1% | +7.8% |
| 6M | +15.0% | -62.3% | +77.4% | +12.9% |
| YTD | +23.5% | -74.3% | +97.8% | +20.9% |
| 1Y | +18.9% | -90.5% | +109.4% | +13.5% |
| All | +15.0% | -91.8% | +106.8% | +9.1% |
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 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