-99.3%
FCUV vs PFGC
+409.4%
-508.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -1.9% | -63.4% | -65.1% |
| 7D | -47.9% | -2.4% | -45.5% | -47.7% |
| 30D | +13.7% | -15.8% | +29.4% | +15.0% |
| 3M | +97.0% | -0.6% | +97.6% | +97.1% |
| 6M | -66.1% | +10.7% | -76.8% | -66.4% |
| YTD | -81.8% | +7.6% | -89.4% | -81.9% |
| 1Y | -93.3% | -7.8% | -85.5% | -93.3% |
| 3Y | -99.2% | +63.7% | -162.9% | -99.2% |
| 5Y | -99.9% | +112.3% | -212.1% | -99.9% |
| 10Y | -98.5% | +286.7% | -385.2% | -98.5% |
| All | -99.3% | +409.4% | -508.7% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling