+176.5%
PEG vs FCUV
-95.6%
+272.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -65.2% | +66.0% | +0.7% |
| 7D | +1.0% | -47.9% | +49.0% | +1.0% |
| 30D | -1.9% | +13.7% | -15.5% | -1.8% |
| 3M | -3.7% | +97.0% | -100.7% | -3.5% |
| 6M | -9.4% | -66.1% | +56.7% | -9.3% |
| YTD | -6.0% | -81.8% | +75.8% | -5.8% |
| 1Y | -4.4% | -93.3% | +88.9% | -4.1% |
| 3Y | +33.5% | -99.2% | +132.7% | +33.8% |
| 5Y | +35.7% | -99.9% | +135.6% | +36.0% |
| 10Y | +140.4% | -98.5% | +238.9% | +144.8% |
| All | +176.5% | -95.6% | +272.0% | +187.4% |
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 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