-84.0%
FIG vs PPL
+5.5%
-89.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.8% | -17.5% | -16.3% |
| 7D | -17.4% | +1.0% | -18.4% | -16.9% |
| 30D | -15.9% | +6.8% | -22.7% | -13.1% |
| 3M | -34.5% | +3.9% | -38.4% | -33.4% |
| 6M | -5.0% | -2.0% | -3.0% | -4.4% |
| YTD | -50.7% | +5.3% | -55.9% | -49.7% |
| 1Y | -58.1% | +2.2% | -60.3% | -56.8% |
| All | -84.0% | +5.5% | -89.6% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling