+101.8%
PEP vs FCUV
-87.2%
+189.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.7% | +13.0% | -0.7% |
| 7D | -1.4% | +62.8% | -64.2% | -1.4% |
| 30D | +0.2% | +66.5% | -66.3% | +0.2% |
| 3M | -1.1% | +459.9% | -461.1% | -1.1% |
| 6M | -13.5% | -12.4% | -1.1% | -13.4% |
| YTD | -1.2% | -47.5% | +46.3% | -1.1% |
| 1Y | -1.6% | -80.5% | +79.0% | -1.5% |
| 3Y | -12.5% | -97.6% | +85.1% | -12.5% |
| 5Y | +3.0% | -99.5% | +102.6% | +3.1% |
| 10Y | +73.9% | -95.8% | +169.7% | +74.3% |
| All | +101.8% | -87.2% | +189.0% | +102.4% |
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