-84.0%
FIG vs PL
+79.9%
-163.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -10.1% | -6.6% | -16.3% |
| 7D | -17.4% | -20.5% | +3.2% | -16.7% |
| 30D | -15.9% | -38.8% | +22.9% | -14.6% |
| 3M | -34.5% | -49.1% | +14.6% | -33.2% |
| 6M | -5.0% | -69.4% | +64.3% | -2.0% |
| YTD | -50.7% | -42.3% | -8.3% | -51.0% |
| 1Y | -58.1% | -14.2% | -43.9% | -59.6% |
| All | -84.0% | +79.9% | -163.9% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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