+65.4%
PFE vs FCUV
-87.2%
+152.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -13.7% | +12.4% | -1.3% |
| 7D | +1.8% | +62.8% | -61.1% | +1.8% |
| 30D | +10.2% | +66.5% | -56.3% | +10.3% |
| 3M | +12.7% | +459.9% | -447.3% | +13.2% |
| 6M | +10.5% | -12.4% | +22.9% | +10.9% |
| YTD | +20.2% | -47.5% | +67.7% | +20.5% |
| 1Y | +24.1% | -80.5% | +104.6% | +24.4% |
| 3Y | -3.6% | -97.6% | +94.1% | -3.3% |
| 5Y | -20.9% | -99.5% | +78.7% | -20.8% |
| 10Y | +35.8% | -95.8% | +131.6% | +39.5% |
| All | +65.4% | -87.2% | +152.7% | +73.9% |
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