-8.8%
PCG vs FIGR
+5.9%
-14.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.3% |
| 7D | +6.5% | +14.9% | -8.4% | +6.7% |
| 30D | -16.7% | +32.3% | -49.0% | -16.3% |
| 3M | -14.2% | +34.8% | -49.0% | -13.7% |
| 6M | -21.5% | +16.8% | -38.2% | -21.0% |
| YTD | -11.2% | -6.7% | -4.5% | -11.1% |
| All | -8.8% | +5.9% | -14.7% | -7.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling