+386.6%
PSX vs FTV
+78.2%
+308.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +1.3% |
| 7D | +1.8% | -1.3% | +3.1% | +2.5% |
| 30D | +21.6% | -9.5% | +31.2% | +28.4% |
| 3M | +46.5% | -10.9% | +57.4% | +54.7% |
| 6M | +62.0% | -0.6% | +62.6% | +59.0% |
| YTD | +106.3% | +1.4% | +104.9% | +97.7% |
| 1Y | +103.0% | +17.6% | +85.3% | +76.8% |
| 3Y | +135.5% | -3.3% | +138.8% | +127.8% |
| 5Y | +368.5% | -0.1% | +368.7% | +331.1% |
| 10Y | +386.6% | +82.5% | +304.1% | +217.9% |
| All | +386.6% | +78.2% | +308.4% | +217.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling