-99.3%
FCUV vs PFGC
+59.5%
-158.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | -72.0% | -4.8% | -67.1% | -71.0% |
| 30D | -8.0% | -17.2% | +9.2% | +0.1% |
| 3M | +66.3% | -6.3% | +72.6% | +69.0% |
| 6M | -75.3% | +8.8% | -84.1% | -76.8% |
| YTD | -83.0% | +4.9% | -87.9% | -83.7% |
| 1Y | -94.7% | -9.5% | -85.2% | -94.5% |
| All | -99.3% | +59.5% | -158.8% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling