+253.8%
PH vs FTV
+4.3%
+249.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.1% |
| 7D | +0.4% | -0.4% | +0.8% | +0.7% |
| 30D | -10.8% | -8.3% | -2.5% | -4.7% |
| 3M | +8.5% | -7.4% | +15.9% | +14.3% |
| 6M | +3.9% | -1.2% | +5.1% | +3.8% |
| YTD | +9.4% | +2.7% | +6.7% | +4.3% |
| 1Y | +26.8% | +18.4% | +8.3% | +6.8% |
| 3Y | +140.8% | -2.0% | +142.8% | +136.0% |
| 5Y | +253.8% | +3.4% | +250.4% | +225.0% |
| All | +253.8% | +4.3% | +249.5% | +225.0% |
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