+22.2%
PM vs FIGR
-32.8%
+55.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.6% | +1.2% |
| 7D | -7.1% | +5.1% | -12.1% | -6.8% |
| 30D | -2.8% | -15.0% | +12.2% | -3.3% |
| 3M | +6.3% | -13.1% | +19.5% | +6.1% |
| 6M | +9.6% | -37.9% | +47.6% | +8.8% |
| YTD | +25.6% | -40.8% | +66.4% | +26.3% |
| 1Y | +29.7% | -33.1% | +62.8% | +32.4% |
| All | +22.2% | -32.8% | +55.0% | +27.8% |
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