+100.0%
PBR vs FTV
-3.3%
+103.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | +17.5% | -9.5% | +27.0% | +19.0% |
| 3M | +20.9% | -10.9% | +31.8% | +22.4% |
| 6M | +20.2% | -0.6% | +20.9% | +18.9% |
| YTD | +84.3% | +1.4% | +82.9% | +80.2% |
| 1Y | +77.1% | +17.6% | +59.5% | +65.4% |
| All | +100.0% | -3.3% | +103.3% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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