+87.1%
PSX vs FRMI
-94.4%
+181.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -15.9% | +11.1% | -4.8% |
| 7D | -9.7% | -46.5% | +36.8% | -9.8% |
| 30D | -8.4% | -63.8% | +55.4% | -8.7% |
| 3M | +22.6% | -75.3% | +97.9% | +21.8% |
| 6M | +38.8% | -69.0% | +107.8% | +37.6% |
| YTD | +95.5% | -80.9% | +176.3% | +94.1% |
| 1Y | +87.1% | -94.2% | +181.3% | +89.8% |
| All | +87.1% | -94.4% | +181.6% | +89.8% |
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