-83.2%
FIG vs P
+72.1%
-155.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.3% | -3.2% | +2.6% |
| 7D | -12.6% | -9.6% | -3.0% | -12.0% |
| 30D | -13.8% | -33.4% | +19.7% | -11.8% |
| 3M | -16.7% | +14.2% | -30.9% | -18.4% |
| 6M | -6.1% | +31.6% | -37.7% | -10.4% |
| YTD | -48.1% | +53.5% | -101.6% | -52.1% |
| 1Y | -56.2% | +14.2% | -70.3% | -58.8% |
| All | -83.2% | +72.1% | -155.3% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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