+18.6%
FTV vs PENG
+68.7%
-50.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | -1.1% |
| 7D | -0.7% | +1.9% | -2.5% | -1.4% |
| 30D | +18.3% | -37.8% | +56.1% | +24.5% |
| 3M | +10.2% | -14.1% | +24.3% | +10.1% |
| 6M | +12.8% | +13.1% | -0.3% | +3.7% |
| YTD | +23.4% | +151.8% | -128.4% | -3.4% |
| 1Y | +31.4% | +136.0% | -104.5% | +3.9% |
| 3Y | +38.7% | +217.9% | -179.3% | -3.4% |
| 5Y | +18.6% | +64.1% | -45.5% | -13.7% |
| All | +18.6% | +68.7% | -50.1% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling