+47.9%
PFG vs FIGR
-41.8%
+89.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | 0.0% | +4.0% |
| 7D | +4.9% | -1.3% | +6.2% | +4.9% |
| 30D | +5.7% | -17.6% | +23.3% | +5.9% |
| 3M | +2.6% | -16.7% | +19.3% | +2.7% |
| 6M | +19.8% | -36.1% | +55.9% | +20.2% |
| YTD | +36.3% | -43.6% | +79.9% | +36.3% |
| 1Y | +47.9% | -39.8% | +87.7% | +49.0% |
| All | +47.9% | -41.8% | +89.7% | +49.0% |
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