+34.1%
FTV vs PENG
+153.0%
-118.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -23.0% | +18.7% | -2.1% |
| 7D | -0.6% | -36.7% | +36.1% | +3.2% |
| 30D | +13.0% | -42.0% | +55.0% | +17.9% |
| 3M | +6.8% | -33.2% | +40.0% | +9.4% |
| 6M | +8.0% | +2.1% | +5.9% | +0.9% |
| YTD | +18.9% | +90.3% | -71.4% | -0.5% |
| 1Y | +30.8% | +67.7% | -36.8% | +11.5% |
| All | +34.1% | +153.0% | -118.9% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling