+76.5%
FTV vs PFGC
+292.9%
-216.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -4.0% | -4.8% | +0.8% | -2.9% |
| 30D | -11.0% | -12.5% | +1.5% | -8.3% |
| 3M | -8.4% | -9.7% | +1.3% | -6.4% |
| 6M | -2.6% | +7.0% | -9.6% | -4.5% |
| YTD | -0.6% | +4.5% | -5.1% | -2.7% |
| 1Y | +11.0% | -11.6% | +22.5% | +12.8% |
| 3Y | -6.3% | +58.5% | -64.8% | -17.1% |
| 5Y | -1.5% | +112.6% | -114.1% | -19.4% |
| All | +76.5% | +292.9% | -216.4% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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