+113.2%
PEP vs FCUV
-94.7%
+207.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +136.0% | -133.8% | +2.2% |
| 7D | +2.9% | +148.8% | -145.9% | +2.9% |
| 30D | +12.5% | +95.0% | -82.5% | +12.5% |
| 3M | +4.5% | +27.8% | -23.3% | +4.5% |
| 6M | -0.5% | +121.0% | -121.5% | -0.4% |
| YTD | +4.4% | -78.1% | +82.6% | +4.5% |
| 1Y | +4.4% | -94.3% | +98.6% | +4.4% |
| 3Y | -3.4% | -98.9% | +95.5% | -3.4% |
| 5Y | +5.2% | -99.7% | +104.9% | +5.2% |
| 10Y | +92.1% | -98.2% | +190.4% | +92.5% |
| All | +113.2% | -94.7% | +207.9% | +113.8% |
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