+812.6%
PH vs FTV
+78.2%
+734.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | +0.4% |
| 7D | 0.0% | -1.3% | +1.3% | +1.1% |
| 30D | -10.3% | -9.5% | -0.8% | -2.4% |
| 3M | +5.1% | -10.9% | +16.0% | +15.1% |
| 6M | +2.3% | -0.6% | +2.9% | +1.6% |
| YTD | +8.7% | +1.4% | +7.3% | +4.1% |
| 1Y | +26.8% | +17.6% | +9.1% | +6.1% |
| 3Y | +139.2% | -3.3% | +142.4% | +135.6% |
| 5Y | +251.1% | -0.1% | +251.3% | +233.0% |
| 10Y | +812.6% | +82.5% | +730.1% | +461.8% |
| All | +812.6% | +78.2% | +734.4% | +461.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling