+64.4%
PPL vs FCUV
-99.3%
+163.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -1.2% | -15.4% | +14.2% | -1.2% |
| 30D | +4.2% | -32.9% | +37.1% | +4.3% |
| 3M | +1.5% | -46.2% | +47.7% | +1.5% |
| 6M | +1.0% | -30.0% | +31.0% | +0.6% |
| YTD | +4.4% | -91.4% | +95.8% | +4.2% |
| 1Y | +0.8% | -98.1% | +98.8% | +0.9% |
| 3Y | +56.5% | -99.6% | +156.1% | +56.3% |
| 5Y | +47.7% | -99.9% | +147.5% | +47.7% |
| 10Y | +64.4% | -99.3% | +163.7% | +65.5% |
| All | +64.4% | -99.3% | +163.7% | +65.5% |
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 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