-98.6%
FCUV vs PFGC
+292.9%
-391.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.3% |
| 7D | -66.5% | -4.8% | -61.7% | -66.3% |
| 30D | +5.0% | -12.5% | +17.5% | +6.0% |
| 3M | +63.8% | -9.7% | +73.5% | +64.8% |
| 6M | -67.8% | +7.0% | -74.9% | -68.0% |
| YTD | -82.4% | +4.5% | -86.9% | -82.5% |
| 1Y | -94.7% | -11.6% | -83.2% | -94.7% |
| 3Y | -99.3% | +58.5% | -157.7% | -99.3% |
| 5Y | -99.9% | +112.6% | -212.4% | -99.9% |
| All | -98.6% | +292.9% | -391.5% | -98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling