+2.4%
PPL vs FIGR
-31.9%
+34.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.9% | -8.2% | -0.2% |
| 7D | -1.2% | +12.5% | -13.7% | -1.1% |
| 30D | +4.2% | -14.1% | +18.3% | +4.1% |
| 3M | +1.5% | -14.3% | +15.8% | +1.5% |
| 6M | +1.0% | -34.8% | +35.9% | +0.9% |
| YTD | +4.4% | -40.0% | +44.4% | +5.5% |
| 1Y | +0.8% | -32.9% | +33.7% | +2.0% |
| All | +2.4% | -31.9% | +34.3% | +5.6% |
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 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