+152.3%
PR vs FTV
+119.2%
+33.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.3% | -0.6% | -2.2% |
| 7D | -16.5% | -0.6% | -15.9% | -16.4% |
| 30D | -4.5% | +13.0% | -17.5% | -11.9% |
| 3M | +8.5% | +6.8% | +1.8% | +3.4% |
| 6M | -3.3% | +8.0% | -11.4% | -10.1% |
| YTD | +55.7% | +18.9% | +36.8% | +33.3% |
| 1Y | +82.0% | +30.8% | +51.2% | +45.6% |
| 3Y | +62.5% | +33.4% | +29.1% | +26.6% |
| 5Y | +223.9% | +12.7% | +211.2% | +177.8% |
| 10Y | +64.2% | +111.6% | -47.4% | +48.1% |
| All | +152.3% | +119.2% | +33.1% | +128.2% |
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