+141.0%
PH vs FCUV
-99.2%
+240.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.4% | -0.6% |
| 7D | 0.0% | -63.8% | +63.8% | +0.3% |
| 30D | -10.3% | -14.7% | +4.4% | -10.4% |
| 3M | +5.1% | +65.3% | -60.2% | +2.8% |
| 6M | +2.3% | -68.5% | +70.8% | +1.7% |
| YTD | +8.7% | -83.0% | +91.7% | +8.8% |
| 1Y | +26.8% | -94.4% | +121.2% | +28.5% |
| All | +141.0% | -99.2% | +240.2% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling