+33.0%
PFE vs FTV
+90.8%
-57.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.0% |
| 7D | +1.8% | -4.5% | +6.2% | +3.1% |
| 30D | +10.2% | -7.1% | +17.3% | +12.5% |
| 3M | +12.7% | -7.2% | +19.8% | +14.7% |
| 6M | +10.5% | -1.5% | +12.0% | +10.4% |
| YTD | +20.2% | +3.5% | +16.7% | +17.8% |
| 1Y | +24.1% | +20.3% | +3.7% | +16.3% |
| 3Y | -3.6% | -3.1% | -0.4% | -5.0% |
| 5Y | -20.9% | +2.3% | -23.2% | -24.6% |
| 10Y | +35.8% | +76.3% | -40.5% | +9.7% |
| All | +33.0% | +90.8% | -57.8% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling