-25.1%
PINS vs FCUV
-99.6%
+74.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -7.0% | -2.2% | -9.2% |
| 7D | -13.9% | -63.8% | +49.9% | -13.6% |
| 30D | -25.0% | -14.7% | -10.3% | -25.1% |
| 3M | -16.6% | +65.3% | -81.9% | -18.3% |
| 6M | -7.0% | -68.5% | +61.5% | -7.6% |
| YTD | -29.4% | -83.0% | +53.6% | -29.4% |
| 1Y | -49.9% | -94.4% | +44.5% | -49.4% |
| 3Y | -33.6% | -99.3% | +65.6% | -33.0% |
| 5Y | -66.8% | -99.9% | +33.0% | -66.2% |
| All | -25.1% | -99.6% | +74.5% | -18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling