-0.7%
PEP vs FIGR
-0.1%
-0.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -1.4% | -0.2% | -1.1% | -1.4% |
| 30D | +0.2% | +25.2% | -24.9% | +1.5% |
| 3M | -1.1% | +14.8% | -15.9% | 0.0% |
| 6M | -13.5% | +17.9% | -31.4% | -11.9% |
| YTD | -1.2% | -11.9% | +10.8% | -0.1% |
| All | -0.7% | -0.1% | -0.6% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling