+64.4%
PPL vs FTV
+113.3%
-48.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.1% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | +4.2% | +17.2% | -13.0% | -1.2% |
| 3M | +1.5% | +8.9% | -7.4% | -1.6% |
| 6M | +1.0% | +11.3% | -10.2% | -3.0% |
| YTD | +4.4% | +21.9% | -17.5% | -3.7% |
| 1Y | +0.8% | +31.6% | -30.8% | -9.6% |
| 3Y | +56.5% | +38.1% | +18.4% | +33.6% |
| 5Y | +47.7% | +15.7% | +32.0% | +32.9% |
| 10Y | +64.4% | +107.5% | -43.1% | +15.5% |
| All | +64.4% | +113.3% | -48.9% | +15.5% |
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