+32.4%
PWR vs FIGR
-41.8%
+74.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +4.2% | -15.8% | -12.0% |
| 7D | -4.4% | -1.3% | -3.0% | -4.3% |
| 30D | -15.1% | -17.6% | +2.5% | -13.6% |
| 3M | -16.2% | -16.7% | +0.5% | -15.6% |
| 6M | -23.3% | -36.1% | +12.8% | -21.2% |
| YTD | +37.6% | -43.6% | +81.2% | +37.6% |
| 1Y | +32.4% | -39.8% | +72.3% | +30.3% |
| All | +32.4% | -41.8% | +74.2% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling