+100.8%
PSX vs FIGR
+1.6%
+99.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.9% |
| 7D | +1.5% | +1.0% | +0.5% | +1.5% |
| 30D | +15.8% | +31.4% | -15.5% | +16.1% |
| 3M | +43.0% | +30.3% | +12.7% | +43.3% |
| 6M | +61.1% | -7.6% | +68.7% | +61.7% |
| YTD | +104.5% | -10.5% | +115.0% | +102.1% |
| All | +100.8% | +1.6% | +99.3% | +101.2% |
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