+167.5%
PEG vs FTV
+109.2%
+58.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +4.5% | +3.9% | +0.6% | +3.2% |
| 30D | +7.5% | +18.7% | -11.1% | +1.5% |
| 3M | +0.8% | +10.0% | -9.2% | -2.5% |
| 6M | 0.0% | +14.6% | -14.5% | -4.9% |
| YTD | -3.0% | +23.4% | -26.5% | -11.1% |
| 1Y | -4.7% | +31.3% | -36.0% | -14.7% |
| 3Y | +36.5% | +39.8% | -3.3% | +16.7% |
| 5Y | +44.4% | +17.7% | +26.7% | +29.8% |
| All | +167.5% | +109.2% | +58.3% | +89.8% |
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