+135.3%
PM vs FCUV
-99.8%
+235.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.7% |
| 7D | +4.7% | -66.5% | +71.1% | +4.7% |
| 30D | +2.6% | +5.0% | -2.4% | +2.5% |
| 3M | +6.6% | +63.8% | -57.2% | +6.0% |
| 6M | +16.5% | -67.8% | +84.3% | +16.8% |
| YTD | +21.2% | -82.4% | +103.6% | +21.8% |
| 1Y | +17.9% | -94.7% | +112.7% | +19.2% |
| 3Y | +129.8% | -99.3% | +229.1% | +132.8% |
| All | +135.3% | -99.8% | +235.1% | +141.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling