+14.6%
PM vs FIGR
+5.9%
+8.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -1.2% | +14.9% | -16.0% | -0.7% |
| 30D | -0.2% | +32.3% | -32.4% | +1.0% |
| 3M | +4.9% | +34.8% | -29.9% | +6.3% |
| 6M | +9.0% | +16.8% | -7.7% | +10.5% |
| YTD | +17.8% | -6.7% | +24.4% | +20.3% |
| All | +14.6% | +5.9% | +8.7% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling