+1.5%
PPL vs FIGR
-32.8%
+34.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -0.9% |
| 7D | -1.0% | +5.1% | -6.0% | -0.9% |
| 30D | +3.0% | -15.0% | +18.0% | +2.9% |
| 3M | +1.1% | -13.1% | +14.2% | +1.1% |
| 6M | -0.8% | -37.9% | +37.2% | -1.0% |
| YTD | +3.5% | -40.8% | +44.2% | +4.6% |
| 1Y | -0.9% | -33.1% | +32.2% | +0.3% |
| All | +1.5% | -32.8% | +34.3% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling