+105.8%
PSX vs FIGR
-29.9%
+135.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +0.7% |
| 7D | +7.8% | +11.0% | -3.2% | +8.0% |
| 30D | -10.9% | +0.7% | -11.6% | -10.8% |
| 3M | +14.5% | -20.9% | +35.4% | +14.2% |
| 6M | +56.1% | -37.7% | +93.9% | +56.0% |
| YTD | +109.6% | -38.2% | +147.8% | +106.5% |
| 1Y | +95.5% | -27.1% | +122.6% | +91.6% |
| All | +105.8% | -29.9% | +135.8% | +105.5% |
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