-79.1%
FIG vs PL
+186.7%
-265.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.3% |
| 7D | -16.3% | -9.3% | -7.0% | -16.1% |
| 30D | -14.3% | -18.9% | +4.6% | -13.9% |
| 3M | +7.2% | -58.4% | +65.5% | +10.4% |
| 6M | -18.6% | -30.3% | +11.7% | -19.0% |
| YTD | -35.5% | -8.1% | -27.3% | -36.8% |
| 1Y | -55.8% | +180.5% | -236.3% | -56.1% |
| All | -79.1% | +186.7% | -265.8% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling