+108.6%
PEP vs FCUV
-97.7%
+206.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.2% |
| 7D | -0.3% | +2.4% | -2.7% | -0.3% |
| 30D | +11.8% | -25.9% | +37.7% | +11.7% |
| 3M | +3.7% | -44.8% | +48.4% | +3.7% |
| 6M | -4.3% | -3.5% | -0.8% | -4.3% |
| YTD | +2.1% | -90.7% | +92.9% | +2.2% |
| 1Y | +2.5% | -97.9% | +100.4% | +2.6% |
| 3Y | -5.0% | -99.5% | +94.5% | -5.0% |
| 5Y | +2.9% | -99.9% | +102.7% | +2.9% |
| 10Y | +87.9% | -99.3% | +187.2% | +88.3% |
| All | +108.6% | -97.7% | +206.3% | +109.1% |
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