+19.3%
PH vs FRMI
-93.1%
+112.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -10.6% | +6.9% | -3.4% |
| 7D | -0.2% | -39.7% | +39.5% | +1.3% |
| 30D | -6.7% | -55.2% | +48.5% | -4.7% |
| 3M | -8.1% | -71.2% | +63.0% | -5.1% |
| 6M | +5.3% | -64.1% | +69.4% | +7.7% |
| YTD | +4.2% | -77.2% | +81.4% | +8.1% |
| 1Y | +19.3% | -93.2% | +112.5% | +23.4% |
| All | +19.3% | -93.1% | +112.5% | +23.4% |
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