+95.1%
PSX vs FRMI
-79.6%
+174.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.2% | +0.2% |
| 7D | +4.5% | +2.4% | +2.1% | +4.6% |
| 30D | +26.6% | -17.3% | +43.9% | +26.3% |
| 3M | +39.3% | -17.2% | +56.4% | +39.0% |
| 6M | +56.8% | -43.4% | +100.2% | +56.2% |
| YTD | +101.8% | -36.0% | +137.8% | +101.5% |
| All | +95.1% | -79.6% | +174.8% | +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