+38.0%
PEG vs FCUV
-99.9%
+137.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | -0.9% | -72.0% | +71.1% | -1.0% |
| 30D | -2.8% | -8.0% | +5.2% | -2.7% |
| 3M | -6.9% | +66.3% | -73.2% | -6.6% |
| 6M | -11.4% | -75.3% | +63.9% | -10.7% |
| YTD | -7.4% | -83.0% | +75.6% | -6.5% |
| 1Y | -8.3% | -94.7% | +86.4% | -6.9% |
| 3Y | +31.5% | -99.3% | +130.8% | +33.1% |
| 5Y | +38.0% | -99.9% | +137.8% | +40.5% |
| All | +38.0% | -99.9% | +137.8% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling