-80.5%
FCUV vs PFG
+51.4%
-131.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.5% | -12.1% | -12.1% |
| 7D | +62.8% | +5.5% | +57.3% | +57.0% |
| 30D | +66.5% | +2.4% | +64.1% | +64.2% |
| 3M | +459.9% | +13.6% | +446.4% | +393.3% |
| 6M | -12.4% | +27.9% | -40.3% | -34.2% |
| YTD | -47.5% | +35.6% | -83.1% | -63.8% |
| 1Y | -80.5% | +48.5% | -129.0% | -87.8% |
| All | -80.5% | +51.4% | -131.9% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling