+120.9%
PG vs FTV
+87.0%
+33.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -3.4% | -1.3% | -2.1% | -3.1% |
| 30D | -2.6% | -9.5% | +6.9% | -0.6% |
| 3M | -3.3% | -10.9% | +7.6% | -1.2% |
| 6M | -6.7% | -0.6% | -6.1% | -6.9% |
| YTD | +1.7% | +1.4% | +0.3% | +0.8% |
| 1Y | -7.9% | +17.6% | -25.6% | -11.8% |
| 3Y | +0.9% | -3.3% | +4.2% | -0.4% |
| 5Y | +12.6% | -0.1% | +12.8% | +8.7% |
| 10Y | +117.2% | +82.5% | +34.7% | +81.2% |
| All | +120.9% | +87.0% | +33.9% | +84.8% |
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