+208.8%
PM vs FCUV
-98.6%
+307.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.2% |
| 7D | +1.9% | -72.0% | +73.9% | +2.0% |
| 30D | +1.9% | -8.0% | +9.9% | +1.9% |
| 3M | +4.6% | +66.3% | -61.7% | +4.3% |
| 6M | +11.7% | -75.3% | +87.0% | +11.6% |
| YTD | +20.4% | -83.0% | +103.3% | +20.2% |
| 1Y | +19.0% | -94.7% | +113.6% | +18.9% |
| 3Y | +130.4% | -99.3% | +229.6% | +130.2% |
| 5Y | +131.5% | -99.9% | +231.3% | +131.3% |
| All | +208.8% | -98.6% | +307.5% | +206.7% |
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