+17.0%
PG vs FIG
-52.3%
+69.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.2% | -2.0% | +3.3% |
| 7D | +5.7% | -4.7% | +10.4% | +5.6% |
| 30D | +15.4% | +0.5% | +14.9% | +15.4% |
| 3M | +13.8% | -18.4% | +32.2% | +13.4% |
| 6M | +18.3% | +10.9% | +7.4% | +19.1% |
| YTD | +20.1% | -40.8% | +60.9% | +18.4% |
| 1Y | +17.0% | -51.7% | +68.7% | +14.8% |
| All | +17.0% | -52.3% | +69.2% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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