+2.7%
PPL vs FIGR
-36.9%
+39.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -0.5% |
| 7D | +0.4% | +5.3% | -4.9% | +0.5% |
| 30D | +5.4% | -17.9% | +23.4% | +5.3% |
| 3M | +4.3% | -20.5% | +24.8% | +4.2% |
| 6M | -1.3% | -40.2% | +38.9% | -1.6% |
| YTD | +4.7% | -44.4% | +49.0% | +5.7% |
| 1Y | +1.3% | -36.3% | +37.6% | +2.5% |
| All | +2.7% | -36.9% | +39.6% | +5.8% |
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 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