+174.0%
PBF vs FIGR
+5.9%
+168.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | +1.4% | +14.9% | -13.5% | +1.1% |
| 30D | +15.8% | +32.3% | -16.4% | +14.8% |
| 3M | +90.3% | +34.8% | +55.5% | +88.4% |
| 6M | +102.8% | +16.8% | +86.0% | +100.7% |
| YTD | +187.3% | -6.7% | +194.0% | +171.3% |
| All | +174.0% | +5.9% | +168.1% | +149.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling