+44.7%
PPL vs FTV
+90.8%
-46.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +2.7% | -4.5% | +7.2% | +4.2% |
| 30D | +0.5% | -7.1% | +7.5% | +2.8% |
| 3M | +0.7% | -7.2% | +7.8% | +2.8% |
| 6M | -7.6% | -1.5% | -6.1% | -7.7% |
| YTD | +1.8% | +3.5% | -1.7% | -0.6% |
| 1Y | -0.8% | +20.3% | -21.1% | -8.4% |
| 3Y | +56.9% | -3.1% | +60.0% | +53.0% |
| 5Y | +39.5% | +2.3% | +37.2% | +30.5% |
| 10Y | +55.4% | +76.3% | -20.9% | +12.0% |
| All | +44.7% | +90.8% | -46.1% | +3.4% |
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