+38.3%
FTV vs PFG
+86.4%
-48.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +1.4% | +3.0% | -1.6% | -0.2% |
| 30D | +18.3% | +8.2% | +10.1% | +13.5% |
| 3M | +9.8% | +2.7% | +7.1% | +8.0% |
| 6M | +12.3% | +17.2% | -4.9% | +2.3% |
| YTD | +23.1% | +34.8% | -11.7% | +3.2% |
| 1Y | +32.5% | +43.6% | -11.0% | +7.2% |
| 3Y | +38.3% | +85.4% | -47.1% | -2.9% |
| All | +38.3% | +86.4% | -48.1% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling