+341.8%
PBF vs FCUV
-98.6%
+440.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.6% |
| 7D | +5.3% | -66.5% | +71.8% | +5.3% |
| 30D | +11.7% | +5.0% | +6.8% | +11.7% |
| 3M | +91.1% | +63.8% | +27.3% | +91.6% |
| 6M | +88.4% | -67.8% | +156.3% | +88.9% |
| YTD | +194.1% | -82.4% | +276.5% | +194.6% |
| 1Y | +180.4% | -94.7% | +275.2% | +180.7% |
| 3Y | +59.3% | -99.3% | +158.6% | +59.3% |
| 5Y | +816.3% | -99.9% | +916.1% | +813.8% |
| All | +341.8% | -98.6% | +440.4% | +302.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling