+143.7%
PEG vs FTV
+80.1%
+63.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.6% |
| 7D | -0.9% | -5.2% | +4.3% | +0.8% |
| 30D | -2.8% | -11.5% | +8.8% | +1.2% |
| 3M | -6.9% | -9.0% | +2.1% | -4.3% |
| 6M | -11.4% | -2.0% | -9.4% | -11.5% |
| YTD | -7.4% | -0.9% | -6.4% | -8.5% |
| 1Y | -8.3% | +14.8% | -23.1% | -14.3% |
| 3Y | +31.5% | -5.5% | +37.1% | +29.5% |
| 5Y | +38.0% | -1.9% | +39.8% | +31.6% |
| All | +143.7% | +80.1% | +63.6% | +86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling