+75.9%
FTV vs PFG
+247.4%
-171.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.7% |
| 7D | -5.2% | -3.0% | -2.2% | -3.8% |
| 30D | -11.5% | +2.5% | -14.0% | -12.7% |
| 3M | -9.0% | +6.1% | -15.1% | -12.0% |
| 6M | -2.0% | +31.3% | -33.3% | -15.1% |
| YTD | -0.9% | +33.6% | -34.5% | -14.9% |
| 1Y | +14.8% | +48.5% | -33.7% | -6.8% |
| 3Y | -5.5% | +69.6% | -75.1% | -28.9% |
| 5Y | -1.9% | +111.5% | -113.3% | -35.0% |
| All | +75.9% | +247.4% | -171.5% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling