+35.6%
PEG vs FTV
+1.8%
+33.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -0.1% | -1.3% | +1.2% | +0.2% |
| 30D | -1.7% | -9.5% | +7.8% | +0.7% |
| 3M | -6.8% | -10.9% | +4.1% | -4.2% |
| 6M | -11.4% | -0.6% | -10.7% | -11.7% |
| YTD | -7.2% | +1.4% | -8.7% | -8.7% |
| 1Y | -6.1% | +17.6% | -23.8% | -12.0% |
| 3Y | +31.8% | -3.3% | +35.0% | +29.4% |
| 5Y | +35.6% | -0.1% | +35.8% | +25.0% |
| All | +35.6% | +1.8% | +33.8% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling