+14.4%
PH vs FRMI
-87.9%
+102.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +26.7% | -26.7% | -0.9% |
| 7D | +4.3% | +66.2% | -61.9% | +2.3% |
| 30D | +0.1% | -17.4% | +17.5% | +0.3% |
| 3M | -9.4% | -60.5% | +51.1% | -7.3% |
| 6M | +8.8% | -56.5% | +65.3% | +10.5% |
| YTD | +9.6% | -67.4% | +77.0% | +12.3% |
| 1Y | +14.4% | -85.1% | +99.5% | +18.4% |
| All | +14.4% | -87.9% | +102.4% | +18.4% |
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