+143.4%
PEG vs FCUV
-98.6%
+242.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.1% |
| 7D | -0.9% | -66.5% | +65.6% | -0.9% |
| 30D | -3.7% | +5.0% | -8.7% | -3.7% |
| 3M | -7.3% | +63.8% | -71.1% | -7.4% |
| 6M | -10.5% | -67.8% | +57.4% | -10.5% |
| YTD | -7.5% | -82.4% | +74.9% | -7.5% |
| 1Y | -8.7% | -94.7% | +86.0% | -8.6% |
| 3Y | +31.4% | -99.3% | +130.6% | +31.5% |
| 5Y | +37.8% | -99.9% | +137.6% | +38.0% |
| All | +143.4% | -98.6% | +242.0% | +147.4% |
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