+951.8%
PH vs FTV
+126.9%
+824.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.1% |
| 7D | +2.1% | +1.4% | +0.8% | +0.8% |
| 30D | +0.3% | +18.3% | -18.0% | -13.3% |
| 3M | -8.8% | +9.8% | -18.6% | -16.2% |
| 6M | +10.0% | +12.3% | -2.3% | -1.6% |
| YTD | +10.5% | +23.1% | -12.6% | -10.5% |
| 1Y | +15.5% | +32.5% | -17.0% | -12.4% |
| 3Y | +136.4% | +38.3% | +98.0% | +70.6% |
| 5Y | +213.6% | +16.8% | +196.7% | +160.2% |
| 10Y | +713.9% | +106.6% | +607.4% | +344.2% |
| All | +951.8% | +126.9% | +824.9% | +455.8% |
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