-98.0%
FCUV vs PFG
+46.8%
-144.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +4.1% | -11.6% | -11.7% |
| 7D | -8.6% | +4.9% | -13.5% | -13.4% |
| 30D | -25.9% | +5.7% | -31.6% | -30.6% |
| 3M | -69.8% | +2.6% | -72.4% | -69.6% |
| 6M | -31.6% | +19.8% | -51.4% | -41.3% |
| YTD | -90.1% | +36.3% | -126.4% | -93.1% |
| 1Y | -98.0% | +47.9% | -145.9% | -98.7% |
| All | -98.0% | +46.8% | -144.8% | -98.7% |
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