+97.9%
PENG vs FIGR
-0.1%
+98.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.5% |
| 7D | +4.5% | -0.2% | +4.8% | +4.5% |
| 30D | -7.1% | +25.2% | -32.3% | -11.1% |
| 3M | -27.3% | +14.8% | -42.1% | -29.7% |
| 6M | +169.6% | +17.9% | +151.6% | +157.8% |
| YTD | +164.6% | -11.9% | +176.6% | +156.1% |
| All | +97.9% | -0.1% | +98.0% | +89.7% |
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