+180.4%
PBF vs FCUV
-94.5%
+274.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.6% |
| 7D | +5.3% | -66.5% | +71.8% | +5.4% |
| 30D | +11.7% | +5.0% | +6.8% | +11.6% |
| 3M | +91.1% | +63.8% | +27.3% | +91.4% |
| 6M | +88.4% | -67.8% | +156.3% | +98.6% |
| YTD | +194.1% | -82.4% | +276.5% | +213.2% |
| 1Y | +180.4% | -94.7% | +275.2% | +214.6% |
| All | +180.4% | -94.5% | +274.9% | +214.6% |
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