-21.4%
PFE vs FCUV
-99.9%
+78.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | 0.0% |
| 7D | -4.3% | -63.8% | +59.5% | -4.2% |
| 30D | +2.7% | -14.7% | +17.4% | +2.7% |
| 3M | +10.0% | +65.3% | -55.3% | +9.6% |
| 6M | +7.2% | -68.5% | +75.7% | +7.2% |
| YTD | +17.3% | -83.0% | +100.4% | +17.6% |
| 1Y | +20.3% | -94.4% | +114.7% | +21.0% |
| 3Y | -1.6% | -99.3% | +97.6% | -0.8% |
| 5Y | -21.4% | -99.9% | +78.5% | -21.1% |
| All | -21.4% | -99.9% | +78.5% | -21.1% |
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 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