+379.4%
PSX vs FTV
+90.8%
+288.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.7% |
| 7D | +4.5% | -4.5% | +9.0% | +7.1% |
| 30D | +26.6% | -7.1% | +33.7% | +31.6% |
| 3M | +39.3% | -7.2% | +46.4% | +43.6% |
| 6M | +56.8% | -1.5% | +58.3% | +54.9% |
| YTD | +101.8% | +3.5% | +98.3% | +91.4% |
| 1Y | +99.6% | +20.3% | +79.3% | +71.9% |
| 3Y | +140.3% | -3.1% | +143.5% | +132.7% |
| 5Y | +339.3% | +2.3% | +337.0% | +298.6% |
| 10Y | +369.9% | +76.3% | +293.5% | +206.5% |
| All | +379.4% | +90.8% | +288.6% | +201.4% |
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