+93.9%
FTV vs PFG
+320.9%
-227.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.2% |
| 7D | -4.5% | +5.5% | -10.0% | -7.2% |
| 30D | -7.1% | +2.4% | -9.4% | -8.3% |
| 3M | -7.2% | +13.6% | -20.7% | -13.3% |
| 6M | -1.5% | +27.9% | -29.4% | -13.5% |
| YTD | +3.5% | +35.6% | -32.1% | -11.8% |
| 1Y | +20.3% | +48.5% | -28.1% | -2.3% |
| 3Y | -3.1% | +66.9% | -70.0% | -26.6% |
| 5Y | +2.3% | +111.0% | -108.6% | -32.1% |
| 10Y | +76.3% | +244.5% | -168.2% | -19.9% |
| All | +93.9% | +320.9% | -227.0% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling