-0.4%
PL vs FIGR
-41.8%
+41.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.2% | -10.5% | -7.5% |
| 7D | -11.7% | -1.3% | -10.4% | -11.5% |
| 30D | -27.1% | -17.6% | -9.5% | -23.5% |
| 3M | -44.6% | -16.7% | -27.9% | -43.5% |
| 6M | -67.2% | -36.1% | -31.1% | -64.0% |
| YTD | -35.9% | -43.6% | +7.8% | -35.0% |
| 1Y | -0.4% | -39.8% | +39.5% | -2.3% |
| All | -0.4% | -41.8% | +41.4% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling