+13.4%
PG vs FTV
-2.3%
+15.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -0.8% | -4.0% | +3.2% | -0.1% |
| 30D | +0.8% | -11.0% | +11.8% | +2.7% |
| 3M | -1.3% | -8.4% | +7.1% | 0.0% |
| 6M | -3.8% | -2.6% | -1.3% | -3.6% |
| YTD | +3.6% | -0.6% | +4.2% | +3.2% |
| 1Y | -5.7% | +11.0% | -16.7% | -8.0% |
| 3Y | +1.6% | -6.3% | +7.9% | +1.3% |
| All | +13.4% | -2.3% | +15.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling