-0.1%
PEP vs FIGR
+6.3%
-6.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | +0.9% |
| 7D | +0.1% | +13.5% | -13.4% | +0.7% |
| 30D | +0.7% | +33.7% | -33.0% | +2.3% |
| 3M | -0.5% | +37.3% | -37.9% | +1.5% |
| 6M | -11.3% | +25.5% | -36.8% | -9.4% |
| YTD | -0.6% | -6.3% | +5.7% | +0.8% |
| All | -0.1% | +6.3% | -6.4% | +4.1% |
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