+272.5%
PM vs FCUV
-98.2%
+370.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +136.0% | -134.8% | +1.1% |
| 7D | +0.5% | +148.8% | -148.2% | +0.5% |
| 30D | -3.2% | +95.0% | -98.3% | -3.3% |
| 3M | +6.2% | +27.8% | -21.6% | +6.1% |
| 6M | +7.7% | +121.0% | -113.3% | +7.4% |
| YTD | +27.3% | -78.1% | +105.4% | +27.1% |
| 1Y | +32.8% | -94.3% | +127.0% | +32.7% |
| 3Y | +150.0% | -98.9% | +248.9% | +149.7% |
| 5Y | +164.2% | -99.7% | +263.9% | +164.0% |
| All | +272.5% | -98.2% | +370.7% | +270.9% |
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