+303.9%
PM vs FCUV
-97.7%
+401.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | -2.4% | +2.4% | -4.8% | -2.4% |
| 30D | -1.3% | -25.9% | +24.6% | -1.3% |
| 3M | +6.5% | -44.8% | +51.3% | +6.5% |
| 6M | +7.0% | -3.5% | +10.5% | +7.1% |
| YTD | +25.8% | -90.7% | +116.5% | +25.9% |
| 1Y | +30.9% | -97.9% | +128.8% | +31.0% |
| 3Y | +148.0% | -99.5% | +247.5% | +148.1% |
| 5Y | +161.2% | -99.9% | +261.1% | +161.3% |
| 10Y | +261.5% | -99.3% | +360.7% | +267.5% |
| All | +303.9% | -97.7% | +401.6% | +320.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling