+80.1%
FTV vs PFG
+244.6%
-164.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -0.8% |
| 7D | -1.3% | +3.2% | -4.5% | -3.0% |
| 30D | -9.5% | +0.9% | -10.5% | -10.1% |
| 3M | -10.9% | +7.7% | -18.6% | -14.5% |
| 6M | -0.6% | +29.0% | -29.6% | -13.1% |
| YTD | +1.4% | +32.5% | -31.0% | -12.5% |
| 1Y | +17.6% | +47.3% | -29.7% | -4.1% |
| 3Y | -3.3% | +68.2% | -71.5% | -26.9% |
| 5Y | -0.1% | +108.5% | -108.6% | -33.4% |
| All | +80.1% | +244.6% | -164.4% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling