+70.4%
PFE vs FCUV
-94.7%
+165.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +136.0% | -135.8% | +0.3% |
| 7D | -1.7% | +148.8% | -150.5% | -1.6% |
| 30D | +0.3% | +95.0% | -94.7% | +0.4% |
| 3M | +9.4% | +27.8% | -18.4% | +9.5% |
| 6M | +14.9% | +121.0% | -106.1% | +15.4% |
| YTD | +23.8% | -78.1% | +101.9% | +24.2% |
| 1Y | +19.5% | -94.3% | +113.8% | +19.7% |
| 3Y | +21.0% | -98.9% | +119.9% | +21.4% |
| 5Y | -23.9% | -99.7% | +75.8% | -23.7% |
| 10Y | +47.8% | -98.2% | +146.1% | +51.8% |
| All | +70.4% | -94.7% | +165.1% | +79.2% |
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