+949.0%
PH vs FTV
+90.8%
+858.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.6% |
| 7D | -3.1% | -4.5% | +1.4% | +0.7% |
| 30D | -3.2% | -7.1% | +3.8% | +2.8% |
| 3M | +10.6% | -7.2% | +17.7% | +16.9% |
| 6M | -2.1% | -1.5% | -0.6% | -2.0% |
| YTD | +10.2% | +3.5% | +6.7% | +3.9% |
| 1Y | +28.2% | +20.3% | +7.9% | +5.5% |
| 3Y | +134.9% | -3.1% | +138.0% | +131.5% |
| 5Y | +253.6% | +2.3% | +251.3% | +228.6% |
| 10Y | +804.7% | +76.3% | +728.4% | +471.6% |
| All | +949.0% | +90.8% | +858.2% | +545.0% |
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 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