-11.2%
PFGC vs FIGR
+1.6%
-12.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | -1.4% |
| 7D | -4.8% | +1.0% | -5.8% | -4.8% |
| 30D | -17.2% | +31.4% | -48.6% | -16.6% |
| 3M | -6.3% | +30.3% | -36.6% | -5.7% |
| 6M | +8.8% | -7.6% | +16.5% | +9.2% |
| YTD | +4.9% | -10.5% | +15.4% | +6.8% |
| All | -11.2% | +1.6% | -12.8% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling