+17.4%
PM vs FCUV
-81.1%
+98.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -13.7% | +11.7% | -2.0% |
| 7D | -4.9% | +62.8% | -67.7% | -4.8% |
| 30D | -3.4% | +66.5% | -69.9% | -3.3% |
| 3M | +5.2% | +459.9% | -454.8% | +5.1% |
| 6M | +3.7% | -12.4% | +16.1% | +4.9% |
| YTD | +15.8% | -47.5% | +63.3% | +17.0% |
| 1Y | +17.4% | -80.5% | +97.9% | +15.5% |
| All | +17.4% | -81.1% | +98.5% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling