-79.1%
FIG vs PR
+73.0%
-152.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.2% |
| 7D | -16.3% | +2.9% | -19.2% | -16.5% |
| 30D | -14.3% | +18.0% | -32.4% | -15.2% |
| 3M | +7.2% | +16.9% | -9.7% | +5.2% |
| 6M | -18.6% | +28.2% | -46.8% | -21.1% |
| YTD | -35.5% | +69.3% | -104.8% | -40.5% |
| 1Y | -55.8% | +69.5% | -125.3% | -63.0% |
| All | -79.1% | +73.0% | -152.1% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling