+518.7%
PG vs FFIV
+7,518.9%
-7,000.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.9% | -1.0% | +2.8% | +1.9% |
| 30D | -0.2% | -5.1% | +4.8% | -0.1% |
| 3M | +4.8% | -4.5% | +9.2% | +4.9% |
| 6M | -6.1% | +36.5% | -42.6% | -7.2% |
| YTD | +4.5% | +53.0% | -48.5% | +2.8% |
| 1Y | -5.3% | +24.2% | -29.5% | -6.2% |
| 3Y | +2.6% | +137.2% | -134.6% | -1.0% |
| 5Y | +15.6% | +91.8% | -76.2% | +12.1% |
| 10Y | +118.0% | +215.2% | -97.2% | +107.3% |
| All | +518.7% | +7,518.9% | -7,000.2% | +393.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling