+24.7%
PH vs FRMI
-78.6%
+103.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.6% |
| 7D | -3.1% | +10.9% | -14.0% | -3.3% |
| 30D | -11.8% | -24.3% | +12.5% | -11.4% |
| 3M | +6.9% | -21.8% | +28.7% | +7.1% |
| 6M | -1.3% | -33.0% | +31.8% | -0.9% |
| YTD | +7.0% | -32.6% | +39.6% | +7.7% |
| All | +24.7% | -78.6% | +103.3% | +20.6% |
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 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