+66.8%
PPL vs FTV
+107.5%
-40.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.3% |
| 7D | 0.0% | +1.4% | -1.3% | -0.5% |
| 30D | +4.3% | +18.3% | -14.0% | -1.5% |
| 3M | +2.9% | +9.8% | -6.9% | -0.5% |
| 6M | +1.1% | +12.3% | -11.2% | -3.3% |
| YTD | +4.5% | +23.1% | -18.6% | -4.0% |
| 1Y | +0.1% | +32.5% | -32.4% | -10.5% |
| 3Y | +55.7% | +38.3% | +17.4% | +32.9% |
| 5Y | +47.6% | +16.8% | +30.8% | +32.4% |
| 10Y | +66.8% | +106.6% | -39.7% | +15.6% |
| All | +66.8% | +107.5% | -40.7% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling