+46.3%
PPL vs FTV
+17.2%
+29.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | +3.0% | +18.3% | -15.3% | -0.5% |
| 3M | +1.1% | +10.2% | -9.1% | -1.0% |
| 6M | -0.8% | +12.8% | -13.6% | -3.5% |
| YTD | +3.5% | +23.4% | -19.9% | -1.7% |
| 1Y | -0.9% | +31.4% | -32.3% | -7.3% |
| 3Y | +54.2% | +38.7% | +15.6% | +38.1% |
| 5Y | +46.3% | +18.6% | +27.7% | +30.6% |
| All | +46.3% | +17.2% | +29.1% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling