-95.6%
FCUV vs PFG
+236.7%
-332.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -1.4% | -63.8% | -65.0% |
| 7D | -47.9% | +6.0% | -53.9% | -48.0% |
| 30D | +13.7% | +2.2% | +11.4% | +14.0% |
| 3M | +97.0% | +10.4% | +86.6% | +95.6% |
| 6M | -66.1% | +27.8% | -93.9% | -67.1% |
| YTD | -81.8% | +33.6% | -115.4% | -82.4% |
| 1Y | -93.3% | +49.3% | -142.6% | -93.6% |
| 3Y | -99.2% | +69.7% | -168.9% | -99.3% |
| 5Y | -99.9% | +111.3% | -211.2% | -99.9% |
| 10Y | -98.5% | +240.3% | -338.8% | -98.5% |
| All | -95.6% | +236.7% | -332.2% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling