+73.7%
PFE vs FCUV
-97.7%
+171.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | +0.3% |
| 7D | -3.0% | -4.7% | +1.7% | -3.0% |
| 30D | +5.2% | -23.2% | +28.4% | +5.2% |
| 3M | +12.2% | -49.2% | +61.4% | +12.3% |
| 6M | +17.8% | -9.2% | +27.0% | +18.2% |
| YTD | +26.2% | -90.6% | +116.8% | +26.5% |
| 1Y | +23.2% | -97.9% | +121.1% | +23.3% |
| 3Y | +21.3% | -99.5% | +120.8% | +21.5% |
| 5Y | -23.1% | -99.9% | +76.8% | -23.0% |
| 10Y | +50.7% | -99.2% | +149.9% | +54.6% |
| All | +73.7% | -97.7% | +171.4% | +82.5% |
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