+62.8%
PNR vs FCUV
-98.6%
+161.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.5% | -0.3% |
| 7D | -6.0% | -66.5% | +60.4% | -5.9% |
| 30D | -14.0% | +5.0% | -18.9% | -14.1% |
| 3M | -21.7% | +63.8% | -85.5% | -22.4% |
| 6M | -37.3% | -67.8% | +30.6% | -37.6% |
| YTD | -45.1% | -82.4% | +37.3% | -45.4% |
| 1Y | -49.1% | -94.7% | +45.6% | -49.2% |
| 3Y | -14.8% | -99.3% | +84.4% | -15.0% |
| 5Y | -21.0% | -99.9% | +78.8% | -21.1% |
| All | +62.8% | -98.6% | +161.4% | +60.2% |
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 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