+271.7%
PM vs FCUV
-87.2%
+358.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -13.7% | +11.7% | -2.0% |
| 7D | -4.9% | +62.8% | -67.7% | -4.9% |
| 30D | -3.4% | +66.5% | -69.9% | -3.4% |
| 3M | +5.2% | +459.9% | -454.8% | +5.3% |
| 6M | +3.7% | -12.4% | +16.1% | +3.9% |
| YTD | +15.8% | -47.5% | +63.3% | +15.9% |
| 1Y | +17.4% | -80.5% | +97.9% | +17.5% |
| 3Y | +116.9% | -97.6% | +214.6% | +117.1% |
| 5Y | +117.3% | -99.5% | +216.9% | +117.4% |
| 10Y | +193.8% | -95.8% | +289.5% | +198.7% |
| All | +271.7% | -87.2% | +358.9% | +286.8% |
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