+33.1%
PFE vs FTV
+84.4%
-51.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -4.3% | -1.3% | -3.0% | -3.9% |
| 30D | +2.7% | -9.5% | +12.2% | +5.6% |
| 3M | +10.0% | -10.9% | +20.9% | +13.3% |
| 6M | +7.2% | -0.6% | +7.8% | +6.7% |
| YTD | +17.3% | +1.4% | +15.9% | +15.7% |
| 1Y | +20.3% | +17.6% | +2.7% | +13.5% |
| 3Y | -1.6% | -3.3% | +1.6% | -3.1% |
| 5Y | -21.4% | -0.1% | -21.2% | -24.6% |
| All | +33.1% | +84.4% | -51.3% | +8.0% |
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 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