-83.7%
FIG vs PR
+62.1%
-145.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.8% |
| 7D | -13.1% | -16.4% | +3.3% | -11.9% |
| 30D | -13.0% | -1.9% | -11.1% | -13.4% |
| 3M | -21.5% | +8.0% | -29.5% | -22.2% |
| 6M | -2.5% | +4.1% | -6.6% | -3.5% |
| YTD | -49.7% | +58.7% | -108.4% | -53.6% |
| 1Y | -59.1% | +75.8% | -134.9% | -63.1% |
| All | -83.7% | +62.1% | -145.9% | -86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling