+13.4%
PG vs FCUV
-99.8%
+113.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.6% |
| 7D | -0.8% | -66.5% | +65.7% | -0.7% |
| 30D | +0.8% | +5.0% | -4.1% | +0.8% |
| 3M | -1.3% | +63.8% | -65.1% | -1.7% |
| 6M | -3.8% | -67.8% | +64.0% | -4.3% |
| YTD | +3.6% | -82.4% | +86.0% | +3.1% |
| 1Y | -5.7% | -94.7% | +89.0% | -6.1% |
| 3Y | +1.6% | -99.3% | +100.8% | +1.2% |
| All | +13.4% | -99.8% | +113.2% | +13.9% |
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 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