+125.1%
PM vs FTV
+4.3%
+120.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | -2.6% | -8.3% | +5.8% | -1.5% |
| 3M | +5.8% | -7.4% | +13.2% | +6.7% |
| 6M | +10.6% | -1.2% | +11.8% | +10.5% |
| YTD | +17.2% | +2.7% | +14.5% | +16.2% |
| 1Y | +17.6% | +18.4% | -0.8% | +14.2% |
| 3Y | +124.3% | -2.0% | +126.3% | +121.9% |
| 5Y | +125.1% | +3.4% | +121.7% | +110.9% |
| All | +125.1% | +4.3% | +120.8% | +110.9% |
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