+97.8%
PSX vs FRMI
-78.6%
+176.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.9% |
| 7D | +1.5% | +10.9% | -9.4% | +1.6% |
| 30D | +15.8% | -24.3% | +40.1% | +15.6% |
| 3M | +43.0% | -21.8% | +64.8% | +42.7% |
| 6M | +61.1% | -33.0% | +94.1% | +60.8% |
| YTD | +104.5% | -32.6% | +137.2% | +104.3% |
| All | +97.8% | -78.6% | +176.3% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling