+18.0%
FTV vs PFGC
+138.1%
-120.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +3.9% | +3.4% | +0.5% | +2.8% |
| 30D | +18.7% | +16.9% | +1.7% | +12.8% |
| 3M | +10.0% | +6.4% | +3.6% | +7.6% |
| 6M | +14.6% | +16.0% | -1.5% | +8.6% |
| YTD | +23.4% | +23.6% | -0.2% | +12.9% |
| 1Y | +31.3% | +16.6% | +14.7% | +22.7% |
| 3Y | +39.8% | +82.3% | -42.5% | +9.9% |
| All | +18.0% | +138.1% | -120.1% | -16.9% |
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