+38.8%
PFG vs FIGR
-30.4%
+69.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | +2.4% | +11.0% | -8.6% | +2.1% |
| 30D | +5.9% | +0.7% | +5.2% | +5.7% |
| 3M | -0.4% | -20.9% | +20.4% | -0.3% |
| 6M | +14.8% | -37.7% | +52.6% | +15.2% |
| YTD | +31.9% | -38.2% | +70.2% | +31.6% |
| 1Y | +38.8% | -27.1% | +65.9% | +40.6% |
| All | +38.8% | -30.4% | +69.2% | +40.6% |
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