+116.1%
PG vs FFIV
+249.4%
-133.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.3% |
| 7D | -0.8% | +5.4% | -6.2% | -1.3% |
| 30D | +0.8% | -2.7% | +3.5% | +1.0% |
| 3M | -1.3% | +4.5% | -5.9% | -2.0% |
| 6M | -3.8% | +42.2% | -46.0% | -7.9% |
| YTD | +3.6% | +61.3% | -57.7% | -2.5% |
| 1Y | -5.7% | +23.0% | -28.8% | -8.4% |
| 3Y | +1.6% | +156.3% | -154.7% | -12.7% |
| 5Y | +14.6% | +102.9% | -88.2% | +0.9% |
| All | +116.1% | +249.4% | -133.2% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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