+32.5%
PFE vs FTV
+80.1%
-47.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.2% |
| 7D | -4.0% | -5.2% | +1.2% | -2.5% |
| 30D | +3.9% | -11.5% | +15.4% | +7.5% |
| 3M | +9.9% | -9.0% | +18.9% | +12.6% |
| 6M | +5.3% | -2.0% | +7.3% | +5.3% |
| YTD | +16.8% | -0.9% | +17.7% | +15.9% |
| 1Y | +20.4% | +14.8% | +5.6% | +14.4% |
| 3Y | -2.1% | -5.5% | +3.4% | -2.9% |
| 5Y | -21.0% | -1.9% | -19.1% | -23.8% |
| All | +32.5% | +80.1% | -47.6% | +8.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling