+170.0%
PBF vs FCUV
-81.1%
+251.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -13.7% | +12.3% | -1.3% |
| 7D | +4.3% | +62.8% | -58.5% | +4.2% |
| 30D | +22.0% | +66.5% | -44.5% | +21.8% |
| 3M | +74.5% | +459.9% | -385.4% | +73.7% |
| 6M | +67.7% | -12.4% | +80.1% | +76.4% |
| YTD | +179.2% | -47.5% | +226.7% | +197.9% |
| 1Y | +170.0% | -80.5% | +250.5% | +218.7% |
| All | +170.0% | -81.1% | +251.1% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling