+48.8%
PPL vs FTV
+119.0%
-70.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +5.4% | +15.7% | -10.2% | +0.4% |
| 3M | +4.3% | +7.5% | -3.3% | +1.6% |
| 6M | -1.3% | +8.5% | -9.8% | -4.5% |
| YTD | +4.7% | +18.8% | -14.1% | -2.5% |
| 1Y | +1.3% | +28.5% | -27.3% | -8.4% |
| 3Y | +57.2% | +34.0% | +23.2% | +36.0% |
| 5Y | +48.2% | +12.6% | +35.6% | +34.8% |
| 10Y | +62.7% | +111.4% | -48.7% | +11.1% |
| All | +48.8% | +119.0% | -70.3% | +1.4% |
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