-21.2%
PINS vs FCUV
-99.8%
+78.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.5% |
| 7D | -9.4% | -4.7% | -4.7% | -9.4% |
| 30D | -10.2% | -23.2% | +12.9% | -10.1% |
| 3M | -19.0% | -49.2% | +30.1% | -19.0% |
| 6M | -7.4% | -9.2% | +1.9% | -9.1% |
| YTD | -25.7% | -90.6% | +64.9% | -25.5% |
| 1Y | -29.7% | -97.9% | +68.2% | -28.3% |
| 3Y | -38.1% | -99.5% | +61.4% | -37.4% |
| 5Y | -57.3% | -99.9% | +42.6% | -56.3% |
| All | -21.2% | -99.8% | +78.6% | -13.8% |
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