+77.3%
FTV vs PENG
+720.8%
-643.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | -1.2% |
| 7D | -0.7% | +1.9% | -2.5% | -1.5% |
| 30D | +18.3% | -37.8% | +56.1% | +24.8% |
| 3M | +10.2% | -14.1% | +24.3% | +10.2% |
| 6M | +12.8% | +13.1% | -0.3% | +4.4% |
| YTD | +23.4% | +151.8% | -128.4% | -1.2% |
| 1Y | +31.4% | +136.0% | -104.5% | +6.2% |
| 3Y | +38.7% | +217.9% | -179.3% | +1.7% |
| 5Y | +18.6% | +64.1% | -45.5% | -8.5% |
| All | +77.3% | +720.8% | -643.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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