+56.8%
PBF vs FCUV
-99.2%
+156.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.7% |
| 7D | +2.3% | -72.0% | +74.3% | +2.7% |
| 30D | +11.6% | -8.0% | +19.6% | +11.2% |
| 3M | +81.7% | +66.3% | +15.5% | +77.9% |
| 6M | +96.4% | -75.3% | +171.7% | +98.8% |
| YTD | +189.5% | -83.0% | +272.4% | +194.1% |
| 1Y | +180.7% | -94.7% | +275.4% | +190.2% |
| All | +56.8% | -99.2% | +156.1% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling