+27.8%
PM vs FRMI
-91.8%
+119.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +13.8% | -13.7% | +0.2% |
| 7D | -2.4% | +34.6% | -37.0% | -2.3% |
| 30D | -1.3% | -44.6% | +43.3% | -1.7% |
| 3M | +6.5% | -72.9% | +79.4% | +6.3% |
| 6M | +7.0% | -62.3% | +69.3% | +6.1% |
| YTD | +25.8% | -74.3% | +100.0% | +25.1% |
| 1Y | +30.9% | -90.5% | +121.4% | +28.3% |
| All | +27.8% | -91.8% | +119.6% | +25.0% |
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