+108.6%
FTV vs PFG
+184.0%
-75.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | +3.9% | +2.4% | +1.5% | +2.7% |
| 30D | +18.7% | +5.9% | +12.8% | +15.3% |
| 3M | +10.0% | -0.4% | +10.5% | +10.0% |
| 6M | +14.6% | +14.8% | -0.3% | +6.3% |
| YTD | +23.4% | +31.9% | -8.5% | +6.6% |
| 1Y | +31.3% | +38.8% | -7.5% | +10.4% |
| 3Y | +39.8% | +82.4% | -42.6% | +1.5% |
| 5Y | +17.7% | +94.7% | -77.0% | -18.6% |
| All | +108.6% | +184.0% | -75.4% | +9.9% |
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 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