+361.6%
PSX vs FTV
+109.2%
+252.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +7.8% | +3.9% | +3.9% | +5.5% |
| 30D | -10.9% | +18.7% | -29.6% | -19.3% |
| 3M | +14.5% | +10.0% | +4.5% | +7.8% |
| 6M | +56.1% | +14.6% | +41.6% | +42.1% |
| YTD | +109.6% | +23.4% | +86.2% | +79.1% |
| 1Y | +95.5% | +31.3% | +64.2% | +60.6% |
| 3Y | +156.2% | +39.8% | +116.4% | +99.4% |
| 5Y | +310.0% | +17.7% | +292.3% | +244.8% |
| All | +361.6% | +109.2% | +252.4% | +185.7% |
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