-14.8%
PNR vs FCUV
-99.2%
+84.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.0% |
| 3M | -21.7% | +63.8% | -85.5% | -22.1% |
| 6M | -37.3% | -67.8% | +30.6% | -36.6% |
| YTD | -45.1% | -82.4% | +37.3% | -44.2% |
| 1Y | -49.1% | -94.7% | +45.6% | -47.6% |
| 3Y | -14.8% | -99.3% | +84.4% | -7.1% |
| All | -14.8% | -99.2% | +84.4% | -7.1% |
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