+26.8%
PH vs FRMI
-78.0%
+104.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.6% |
| 7D | 0.0% | +15.9% | -15.9% | -0.2% |
| 30D | -10.3% | -6.0% | -4.3% | -10.3% |
| 3M | +5.1% | -1.6% | +6.7% | +5.0% |
| 6M | +2.3% | -30.7% | +33.0% | +2.6% |
| YTD | +8.7% | -30.9% | +39.6% | +9.4% |
| All | +26.8% | -78.0% | +104.8% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling