+76.8%
FTV vs PENG
+644.0%
-567.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.3% | +1.3% |
| 7D | +1.4% | -16.1% | +17.5% | +3.3% |
| 30D | +18.3% | -41.5% | +59.8% | +25.9% |
| 3M | +9.8% | -19.1% | +28.9% | +10.7% |
| 6M | +12.3% | +0.9% | +11.4% | +5.7% |
| YTD | +23.1% | +128.2% | -105.1% | 0.0% |
| 1Y | +32.5% | +98.6% | -66.0% | +9.9% |
| 3Y | +38.3% | +188.2% | -149.9% | +2.9% |
| 5Y | +16.8% | +55.5% | -38.7% | -9.1% |
| All | +76.8% | +644.0% | -567.2% | +13.9% |
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