-95.7%
FCUV vs PSLV
+223.3%
-319.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.3% |
| 7D | -66.5% | -3.5% | -63.0% | -66.5% |
| 30D | +5.0% | -2.1% | +7.1% | +5.0% |
| 3M | +63.8% | -1.6% | +65.4% | +65.4% |
| 6M | -67.8% | -25.5% | -42.3% | -66.5% |
| YTD | -82.4% | -11.4% | -71.0% | -82.2% |
| 1Y | -94.7% | +48.6% | -143.3% | -95.0% |
| 3Y | -99.3% | +166.9% | -266.1% | -99.3% |
| 5Y | -99.9% | +152.4% | -252.3% | -99.9% |
| 10Y | -98.6% | +187.8% | -286.3% | -98.7% |
| All | -95.7% | +223.3% | -319.0% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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