-98.0%
FCUV vs PFGC
+12.5%
-110.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +13.5% | -21.0% | -8.6% |
| 7D | -8.6% | +13.9% | -22.4% | -10.0% |
| 30D | -25.9% | +18.4% | -44.3% | -28.1% |
| 3M | -69.8% | -2.5% | -67.3% | -68.9% |
| 6M | -31.6% | +26.0% | -57.7% | -38.3% |
| YTD | -90.1% | +21.9% | -112.0% | -91.1% |
| 1Y | -98.0% | +13.4% | -111.4% | -98.0% |
| All | -98.0% | +12.5% | -110.5% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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