+43.7%
PFG vs FIGR
+5.9%
+37.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +3.2% | +14.9% | -11.6% | +3.0% |
| 30D | +0.9% | +32.3% | -31.3% | +0.4% |
| 3M | +7.7% | +34.8% | -27.1% | +7.1% |
| 6M | +29.0% | +16.8% | +12.2% | +28.3% |
| YTD | +32.5% | -6.7% | +39.1% | +31.2% |
| All | +43.7% | +5.9% | +37.8% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling