+25.5%
PH vs FIGR
-29.9%
+55.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | 0.0% |
| 7D | +4.3% | +11.0% | -6.6% | +3.9% |
| 30D | +0.1% | +0.7% | -0.5% | 0.0% |
| 3M | -9.4% | -20.9% | +11.5% | -9.0% |
| 6M | +8.8% | -37.7% | +46.5% | +9.5% |
| YTD | +9.6% | -38.2% | +47.9% | +8.9% |
| 1Y | +14.4% | -27.1% | +41.5% | +13.4% |
| All | +25.5% | -29.9% | +55.4% | +23.4% |
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 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