-83.6%
FIG vs P
+78.2%
-161.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | +1.5% |
| 7D | -14.3% | -4.7% | -9.6% | -13.9% |
| 30D | -13.6% | -31.4% | +17.8% | -11.9% |
| 3M | -23.7% | -2.6% | -21.1% | -24.1% |
| 6M | -5.4% | +21.9% | -27.3% | -8.1% |
| YTD | -49.2% | +58.9% | -108.2% | -53.3% |
| 1Y | -57.4% | +21.7% | -79.1% | -60.2% |
| All | -83.6% | +78.2% | -161.8% | -85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling