+63.2%
PR vs FIGR
-36.9%
+100.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | +2.3% |
| 7D | -16.4% | +5.3% | -21.7% | -16.2% |
| 30D | -1.9% | -17.9% | +16.0% | -2.7% |
| 3M | +8.0% | -20.5% | +28.5% | +7.3% |
| 6M | +4.1% | -40.2% | +44.3% | +2.7% |
| YTD | +58.7% | -44.4% | +103.1% | +56.2% |
| 1Y | +75.8% | -36.3% | +112.2% | +72.4% |
| All | +63.2% | -36.9% | +100.1% | +62.8% |
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