+93.6%
PENG vs FIGR
-41.4%
+135.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +8.7% | +3.7% | +10.5% |
| 7D | -19.4% | +5.3% | -24.8% | -19.9% |
| 30D | -42.4% | -17.9% | -24.5% | -39.9% |
| 3M | -25.6% | -20.5% | -5.1% | -23.0% |
| 6M | +7.3% | -40.2% | +47.5% | +15.1% |
| YTD | +113.9% | -44.4% | +158.2% | +121.4% |
| 1Y | +93.6% | -36.3% | +129.9% | +92.9% |
| All | +93.6% | -41.4% | +135.0% | +92.9% |
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 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