+49.2%
PNR vs FCUV
-95.9%
+145.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.4% |
| 7D | -5.5% | -72.0% | +66.5% | -5.4% |
| 30D | -15.6% | -8.0% | -7.6% | -15.6% |
| 3M | -20.2% | +66.3% | -86.5% | -20.8% |
| 6M | -36.6% | -75.3% | +38.7% | -36.9% |
| YTD | -45.0% | -83.0% | +38.0% | -45.2% |
| 1Y | -47.4% | -94.7% | +47.2% | -47.5% |
| 3Y | -13.7% | -99.3% | +85.6% | -13.9% |
| 5Y | -20.8% | -99.9% | +79.1% | -20.9% |
| 10Y | +65.2% | -98.6% | +163.8% | +65.8% |
| All | +49.2% | -95.9% | +145.1% | +49.5% |
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