+134.1%
PSX vs FTV
-3.2%
+137.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +1.9% |
| 7D | +2.8% | -0.4% | +3.2% | +3.0% |
| 30D | +27.8% | -8.3% | +36.1% | +31.9% |
| 3M | +42.0% | -7.4% | +49.4% | +45.0% |
| 6M | +58.1% | -1.2% | +59.3% | +55.9% |
| YTD | +105.0% | +2.7% | +102.3% | +96.0% |
| 1Y | +104.9% | +18.4% | +86.5% | +79.9% |
| 3Y | +134.1% | -2.0% | +136.1% | +116.2% |
| All | +134.1% | -3.2% | +137.3% | +116.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling