-0.6%
PG vs FIG
-72.7%
+72.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.8% | -3.2% | +1.7% |
| 7D | -0.8% | -3.8% | +3.0% | -0.9% |
| 30D | +0.8% | -2.3% | +3.1% | +0.8% |
| 3M | -1.3% | +20.0% | -21.3% | -0.8% |
| 6M | -3.8% | -16.7% | +12.8% | -3.8% |
| YTD | +3.6% | -37.9% | +41.5% | +3.3% |
| 1Y | -5.7% | -58.5% | +52.8% | -6.4% |
| All | -0.6% | -72.7% | +72.1% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling