+371.1%
PSX vs FTV
+126.9%
+244.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.4% |
| 7D | -7.8% | +1.4% | -9.2% | -8.5% |
| 30D | -9.9% | +18.3% | -28.2% | -18.2% |
| 3M | +16.9% | +9.8% | +7.1% | +10.3% |
| 6M | +48.0% | +12.3% | +35.6% | +36.4% |
| YTD | +98.3% | +23.1% | +75.3% | +70.0% |
| 1Y | +86.2% | +32.5% | +53.6% | +52.3% |
| 3Y | +144.0% | +38.3% | +105.6% | +91.7% |
| 5Y | +287.7% | +16.8% | +270.9% | +228.0% |
| 10Y | +338.3% | +106.6% | +231.8% | +159.5% |
| All | +371.1% | +126.9% | +244.2% | +167.7% |
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 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