+88.3%
PENG vs FIGR
-32.8%
+121.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.6% | +6.7% | +9.6% |
| 7D | +1.9% | +5.1% | -3.2% | +1.4% |
| 30D | -37.8% | -15.0% | -22.8% | -35.8% |
| 3M | -14.1% | -13.1% | -1.0% | -12.6% |
| 6M | +13.1% | -37.9% | +51.0% | +19.9% |
| YTD | +151.8% | -40.8% | +192.6% | +160.4% |
| 1Y | +136.0% | -33.1% | +169.1% | +138.6% |
| All | +88.3% | -32.8% | +121.1% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling