+289.4%
PBF vs FCUV
-95.6%
+385.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -65.2% | +68.5% | +3.2% |
| 7D | +2.4% | -47.9% | +50.3% | +2.4% |
| 30D | +24.9% | +13.7% | +11.2% | +24.9% |
| 3M | +81.9% | +97.0% | -15.1% | +82.5% |
| 6M | +79.4% | -66.1% | +145.5% | +79.9% |
| YTD | +188.3% | -81.8% | +270.1% | +189.0% |
| 1Y | +177.3% | -93.3% | +270.5% | +177.7% |
| 3Y | +56.0% | -99.2% | +155.2% | +56.1% |
| 5Y | +804.0% | -99.9% | +903.9% | +802.1% |
| 10Y | +334.1% | -98.5% | +432.6% | +328.0% |
| All | +289.4% | -95.6% | +385.0% | +286.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling