-98.6%
FCUV vs PFG
+251.1%
-349.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.2% | +3.1% |
| 7D | -66.5% | -0.4% | -66.0% | -66.3% |
| 30D | +5.0% | +2.9% | +2.1% | +5.3% |
| 3M | +63.8% | +6.7% | +57.1% | +63.2% |
| 6M | -67.8% | +33.8% | -101.6% | -69.3% |
| YTD | -82.4% | +35.0% | -117.4% | -83.2% |
| 1Y | -94.7% | +46.4% | -141.1% | -95.0% |
| 3Y | -99.3% | +71.6% | -170.9% | -99.3% |
| 5Y | -99.9% | +113.7% | -213.5% | -99.9% |
| All | -98.6% | +251.1% | -349.6% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling