+131.1%
FTV vs PFGC
+308.6%
-177.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.2% |
| 7D | +3.7% | +0.3% | +3.5% | +3.6% |
| 30D | +16.8% | +16.1% | +0.7% | +12.8% |
| 3M | +10.4% | +2.4% | +8.0% | +9.5% |
| 6M | +12.8% | +15.7% | -2.9% | +8.6% |
| YTD | +23.3% | +22.3% | +1.0% | +16.2% |
| 1Y | +31.0% | +13.9% | +17.1% | +25.5% |
| 3Y | +38.6% | +80.3% | -41.7% | +19.1% |
| 5Y | +17.6% | +136.1% | -118.6% | -6.1% |
| 10Y | +110.0% | +347.9% | -237.9% | +46.0% |
| All | +131.1% | +308.6% | -177.5% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling