+212.0%
PM vs FTV
+124.8%
+87.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.1% | -3.2% |
| 7D | -7.3% | +0.4% | -7.7% | -7.4% |
| 30D | -4.0% | +17.2% | -21.2% | -8.3% |
| 3M | +2.7% | +8.9% | -6.1% | +0.1% |
| 6M | +14.9% | +11.3% | +3.6% | +10.9% |
| YTD | +23.5% | +21.9% | +1.6% | +15.3% |
| 1Y | +30.4% | +31.6% | -1.2% | +18.8% |
| 3Y | +143.2% | +38.1% | +105.1% | +111.1% |
| 5Y | +159.5% | +15.7% | +143.8% | +136.4% |
| 10Y | +234.7% | +107.5% | +127.2% | +141.0% |
| All | +212.0% | +124.8% | +87.2% | +123.6% |
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