+14.0%
PM vs FIGR
+6.3%
+7.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | +1.4% |
| 7D | -1.3% | +13.5% | -14.8% | -0.8% |
| 30D | -2.6% | +33.7% | -36.3% | -1.4% |
| 3M | +5.8% | +37.3% | -31.6% | +7.3% |
| 6M | +10.6% | +25.5% | -15.0% | +12.3% |
| YTD | +17.2% | -6.3% | +23.5% | +19.6% |
| All | +14.0% | +6.3% | +7.7% | +21.0% |
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