-79.1%
FIG vs P
+66.5%
-145.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.7% | -4.5% |
| 7D | -16.3% | +6.5% | -22.8% | -16.7% |
| 30D | -14.3% | +18.8% | -33.1% | -16.0% |
| 3M | +7.2% | +26.7% | -19.6% | +4.2% |
| 6M | -18.6% | +62.2% | -80.8% | -25.3% |
| YTD | -35.5% | +48.5% | -84.0% | -40.0% |
| 1Y | -55.8% | +26.4% | -82.2% | -58.5% |
| All | -79.1% | +66.5% | -145.6% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling