+12.8%
PG vs FFIV
+95.0%
-82.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.3% |
| 7D | -2.7% | +1.6% | -4.3% | -2.7% |
| 30D | -1.5% | -3.7% | +2.2% | -1.4% |
| 3M | -3.4% | +2.0% | -5.3% | -3.6% |
| 6M | -7.0% | +39.3% | -46.2% | -8.9% |
| YTD | +2.0% | +56.1% | -54.1% | -1.1% |
| 1Y | -6.5% | +22.0% | -28.4% | -7.6% |
| 3Y | +1.2% | +148.2% | -147.0% | -9.7% |
| 5Y | +12.8% | +96.3% | -83.5% | +3.2% |
| All | +12.8% | +95.0% | -82.2% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling