+48.7%
FTV vs PENG
+762.7%
-714.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -1.9% |
| 7D | -4.5% | +4.5% | -9.0% | -5.1% |
| 30D | -7.1% | -7.1% | 0.0% | -6.3% |
| 3M | -7.2% | -27.3% | +20.1% | -5.4% |
| 6M | -1.5% | +169.6% | -171.1% | -19.9% |
| YTD | +3.5% | +164.6% | -161.1% | -16.0% |
| 1Y | +20.3% | +109.5% | -89.1% | +0.7% |
| 3Y | -3.1% | +98.9% | -102.0% | -23.6% |
| 5Y | +2.3% | +116.3% | -113.9% | -22.9% |
| All | +48.7% | +762.7% | -714.0% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling