-8.7%
PEG vs FIGR
-3.1%
-5.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | -0.2% |
| 7D | -0.9% | -3.0% | +2.1% | -0.9% |
| 30D | -3.7% | +13.7% | -17.4% | -3.5% |
| 3M | -7.3% | +23.9% | -31.1% | -7.0% |
| 6M | -10.5% | -8.4% | -2.0% | -10.4% |
| YTD | -7.5% | -14.6% | +7.1% | -7.1% |
| 1Y | -8.7% | +12.1% | -20.8% | -8.5% |
| All | -8.7% | -3.1% | -5.6% | -8.5% |
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 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