-83.2%
FIG vs PL
+127.4%
-210.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +14.5% | -11.4% | +2.5% |
| 7D | -12.6% | +10.9% | -23.5% | -13.1% |
| 30D | -13.8% | -16.4% | +2.6% | -13.5% |
| 3M | -16.7% | -39.9% | +23.2% | -15.7% |
| 6M | -6.1% | -63.2% | +57.1% | -3.7% |
| YTD | -48.1% | -27.1% | -21.0% | -49.0% |
| 1Y | -56.2% | +12.2% | -68.3% | -58.2% |
| All | -83.2% | +127.4% | -210.6% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling