+250.3%
PH vs FCUV
-99.9%
+350.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.6% |
| 7D | -3.1% | -72.0% | +68.8% | -2.5% |
| 30D | -11.8% | -8.0% | -3.8% | -12.1% |
| 3M | +6.9% | +66.3% | -59.3% | +3.3% |
| 6M | -1.3% | -75.3% | +74.0% | -1.6% |
| YTD | +7.0% | -83.0% | +89.9% | +7.1% |
| 1Y | +23.1% | -94.7% | +117.8% | +25.9% |
| 3Y | +135.4% | -99.3% | +234.6% | +149.8% |
| 5Y | +250.3% | -99.9% | +350.2% | +292.0% |
| All | +250.3% | -99.9% | +350.2% | +292.0% |
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 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