-51.7%
FIG vs PPL
+1.0%
-52.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | -4.7% | +1.8% | -6.4% | -3.8% |
| 30D | +0.5% | +8.4% | -7.9% | +4.9% |
| 3M | -18.4% | +2.4% | -20.8% | -17.6% |
| 6M | +10.9% | -4.0% | +14.8% | +10.9% |
| YTD | -40.8% | +4.5% | -45.2% | -39.7% |
| 1Y | -51.7% | +1.7% | -53.4% | -49.0% |
| All | -51.7% | +1.0% | -52.7% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling