+134.5%
PH vs FCUV
-98.9%
+233.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +136.0% | -136.0% | -0.6% |
| 7D | +4.3% | +148.8% | -144.4% | +3.8% |
| 30D | +0.1% | +95.0% | -94.9% | -0.3% |
| 3M | -9.4% | +27.8% | -37.2% | -9.9% |
| 6M | +8.8% | +121.0% | -112.2% | +6.1% |
| YTD | +9.6% | -78.1% | +87.8% | +9.3% |
| 1Y | +14.4% | -94.3% | +108.7% | +16.1% |
| 3Y | +134.5% | -98.9% | +233.4% | +143.2% |
| All | +134.5% | -98.9% | +233.4% | +143.2% |
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 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