-39.8%
FIGR vs PSLV
+7.9%
-47.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.0% | -1.8% | +2.6% |
| 7D | -1.3% | -2.6% | +1.3% | -0.7% |
| 30D | -17.6% | -14.2% | -3.5% | -14.5% |
| 3M | -16.7% | -12.2% | -4.5% | -13.2% |
| 6M | -36.1% | -28.1% | -8.0% | -32.2% |
| YTD | -43.6% | -28.2% | -15.4% | -36.3% |
| 1Y | -39.8% | +9.1% | -49.0% | -28.2% |
| All | -39.8% | +7.9% | -47.7% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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