+219.7%
PM vs FTV
+119.0%
+100.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | +2.7% | +15.7% | -13.0% | -1.5% |
| 3M | +6.1% | +7.5% | -1.4% | +3.8% |
| 6M | +18.0% | +8.5% | +9.5% | +14.8% |
| YTD | +26.6% | +18.8% | +7.8% | +19.0% |
| 1Y | +36.7% | +28.5% | +8.1% | +25.4% |
| 3Y | +146.0% | +34.0% | +112.0% | +115.4% |
| 5Y | +164.1% | +12.6% | +151.5% | +142.6% |
| 10Y | +238.8% | +111.4% | +127.4% | +143.7% |
| All | +219.7% | +119.0% | +100.7% | +130.9% |
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 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