+39.8%
FTV vs PFGC
+82.6%
-42.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +3.9% | +3.4% | +0.5% | +3.0% |
| 30D | +18.7% | +16.9% | +1.7% | +13.8% |
| 3M | +10.0% | +6.4% | +3.6% | +8.1% |
| 6M | +14.6% | +16.0% | -1.5% | +9.5% |
| YTD | +23.4% | +23.6% | -0.2% | +13.5% |
| 1Y | +31.3% | +16.6% | +14.7% | +23.9% |
| 3Y | +39.8% | +82.3% | -42.5% | +8.7% |
| All | +39.8% | +82.6% | -42.8% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling