+54.0%
PPL vs FCUV
-98.5%
+152.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -65.2% | +65.1% | 0.0% |
| 7D | +1.8% | -47.9% | +49.7% | +1.8% |
| 30D | -1.1% | +13.7% | -14.7% | -1.1% |
| 3M | 0.0% | +97.0% | -97.0% | -0.6% |
| 6M | -7.6% | -66.1% | +58.5% | -7.9% |
| YTD | +1.7% | -81.8% | +83.5% | +1.5% |
| 1Y | +1.5% | -93.3% | +94.8% | +1.4% |
| 3Y | +55.3% | -99.2% | +154.5% | +55.0% |
| 5Y | +37.7% | -99.9% | +137.6% | +37.7% |
| 10Y | +54.0% | -98.5% | +152.5% | +54.7% |
| All | +54.0% | -98.5% | +152.5% | +54.7% |
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