-0.1%
FTV vs PFGC
+111.7%
-111.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -1.3% | -3.7% | +2.4% | -0.2% |
| 30D | -9.5% | -16.0% | +6.4% | -4.8% |
| 3M | -10.9% | -4.1% | -6.8% | -10.1% |
| 6M | -0.6% | +8.7% | -9.3% | -3.9% |
| YTD | +1.4% | +6.4% | -4.9% | -2.4% |
| 1Y | +17.6% | -8.4% | +26.0% | +19.2% |
| 3Y | -3.3% | +61.8% | -65.0% | -20.2% |
| 5Y | -0.1% | +108.7% | -108.9% | -25.1% |
| All | -0.1% | +111.7% | -111.8% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling