+192.4%
PM vs FTV
+90.8%
+101.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -4.9% | -4.5% | -0.4% | -3.6% |
| 30D | -3.4% | -7.1% | +3.7% | -1.4% |
| 3M | +5.2% | -7.2% | +12.3% | +7.1% |
| 6M | +3.7% | -1.5% | +5.2% | +3.5% |
| YTD | +15.8% | +3.5% | +12.3% | +13.3% |
| 1Y | +17.4% | +20.3% | -3.0% | +9.4% |
| 3Y | +116.9% | -3.1% | +120.0% | +111.7% |
| 5Y | +117.3% | +2.3% | +115.0% | +103.9% |
| 10Y | +193.8% | +76.3% | +117.4% | +120.9% |
| All | +192.4% | +90.8% | +101.6% | +119.8% |
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