-57.0%
FIG vs PR
+76.2%
-133.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | +2.6% | +6.7% | -4.1% | +2.2% |
| 30D | -13.1% | -6.1% | -6.9% | -13.2% |
| 3M | -20.3% | +6.9% | -27.2% | -20.6% |
| 6M | -2.1% | +14.6% | -16.7% | -3.0% |
| YTD | -49.4% | +66.1% | -115.5% | -50.2% |
| 1Y | -57.0% | +77.0% | -134.0% | -59.2% |
| All | -57.0% | +76.2% | -133.2% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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