+803.9%
PH vs FCUV
-87.2%
+891.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -13.7% | +13.5% | -0.2% |
| 7D | -3.1% | +62.8% | -65.9% | -3.2% |
| 30D | -3.2% | +66.5% | -69.8% | -3.4% |
| 3M | +10.6% | +459.9% | -449.4% | +9.4% |
| 6M | -2.1% | -12.4% | +10.2% | -3.0% |
| YTD | +10.2% | -47.5% | +57.7% | +9.3% |
| 1Y | +28.2% | -80.5% | +108.7% | +27.4% |
| 3Y | +134.9% | -97.6% | +232.5% | +133.3% |
| 5Y | +253.6% | -99.5% | +353.2% | +251.4% |
| 10Y | +804.7% | -95.8% | +900.5% | +800.6% |
| All | +803.9% | -87.2% | +891.2% | +794.6% |
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