+49.6%
PPL vs FTV
+119.2%
-69.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +2.2% |
| 7D | +1.0% | -0.6% | +1.7% | +1.2% |
| 30D | +6.8% | +13.0% | -6.2% | +2.5% |
| 3M | +3.9% | +6.8% | -2.9% | +1.4% |
| 6M | -2.0% | +8.0% | -10.1% | -5.0% |
| YTD | +5.3% | +18.9% | -13.6% | -2.0% |
| 1Y | +2.2% | +30.8% | -28.6% | -8.1% |
| 3Y | +56.7% | +33.4% | +23.4% | +35.8% |
| 5Y | +49.1% | +12.7% | +36.4% | +35.6% |
| 10Y | +63.6% | +111.6% | -47.9% | +11.7% |
| All | +49.6% | +119.2% | -69.6% | +1.9% |
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