+176.0%
PBF vs FIGR
+1.6%
+174.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +0.8% |
| 7D | +2.3% | +1.0% | +1.3% | +2.3% |
| 30D | +11.6% | +31.4% | -19.8% | +10.6% |
| 3M | +81.7% | +30.3% | +51.5% | +80.1% |
| 6M | +96.4% | -7.6% | +104.1% | +97.3% |
| YTD | +189.5% | -10.5% | +199.9% | +173.5% |
| All | +176.0% | +1.6% | +174.5% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling