+1,025.6%
PGR vs FCUV
-95.7%
+1,121.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.7% |
| 7D | -0.6% | -66.5% | +65.9% | -0.7% |
| 30D | +4.9% | +5.0% | 0.0% | +5.1% |
| 3M | +7.6% | +63.8% | -56.2% | +8.5% |
| 6M | +8.3% | -67.8% | +76.1% | +8.9% |
| YTD | +1.7% | -82.4% | +84.1% | +2.3% |
| 1Y | -6.8% | -94.7% | +87.9% | -6.5% |
| 3Y | +73.4% | -99.3% | +172.7% | +74.1% |
| 5Y | +161.2% | -99.9% | +261.1% | +161.9% |
| 10Y | +819.5% | -98.6% | +918.1% | +841.0% |
| All | +1,025.6% | -95.7% | +1,121.3% | +1,074.3% |
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