+180.4%
PBF vs FIGR
-3.1%
+183.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +1.7% |
| 7D | +5.3% | -3.0% | +8.4% | +5.4% |
| 30D | +11.7% | +13.7% | -1.9% | +11.1% |
| 3M | +91.1% | +23.9% | +67.2% | +89.6% |
| 6M | +88.4% | -8.4% | +96.9% | +89.0% |
| YTD | +194.1% | -14.6% | +208.7% | +178.2% |
| 1Y | +180.4% | +12.1% | +168.3% | +156.3% |
| All | +180.4% | -3.1% | +183.5% | +156.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling