-95.9%
FCUV vs PPG
+27.5%
-123.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +0.6% |
| 7D | -72.0% | -5.1% | -66.8% | -71.8% |
| 30D | -8.0% | -9.6% | +1.6% | -7.1% |
| 3M | +66.3% | -6.4% | +72.7% | +67.4% |
| 6M | -75.3% | +0.5% | -75.8% | -75.4% |
| YTD | -83.0% | +4.4% | -87.4% | -83.2% |
| 1Y | -94.7% | -0.9% | -93.7% | -94.7% |
| 3Y | -99.3% | -17.0% | -82.3% | -99.3% |
| 5Y | -99.9% | -23.7% | -76.2% | -99.9% |
| 10Y | -98.6% | +25.9% | -124.5% | -98.6% |
| All | -95.9% | +27.5% | -123.4% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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