+108.4%
FTV vs PFG
+182.5%
-74.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.7% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +16.8% | +5.0% | +11.9% | +14.1% |
| 3M | +10.4% | +0.1% | +10.3% | +10.1% |
| 6M | +12.8% | +13.8% | -1.0% | +5.2% |
| YTD | +23.3% | +31.2% | -7.9% | +6.7% |
| 1Y | +31.0% | +37.1% | -6.1% | +10.9% |
| 3Y | +38.6% | +80.6% | -42.0% | +1.1% |
| 5Y | +17.6% | +93.7% | -76.1% | -18.5% |
| All | +108.4% | +182.5% | -74.1% | +10.1% |
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