+123.4%
PM vs FCUV
-99.2%
+222.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.6% | +0.5% |
| 7D | -1.2% | -63.8% | +62.6% | -1.2% |
| 30D | -0.2% | -14.7% | +14.5% | -0.2% |
| 3M | +4.9% | +65.3% | -60.4% | +4.7% |
| 6M | +9.0% | -68.5% | +77.5% | +9.5% |
| YTD | +17.8% | -83.0% | +100.8% | +18.5% |
| 1Y | +16.8% | -94.4% | +111.2% | +17.9% |
| All | +123.4% | -99.2% | +222.6% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling