+56.8%
PPL vs FCUV
-97.7%
+154.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.7% | +13.7% | 0.0% |
| 7D | +2.7% | +62.8% | -60.2% | +2.7% |
| 30D | +0.5% | +66.5% | -66.0% | +0.6% |
| 3M | +0.7% | +459.9% | -459.3% | +1.3% |
| 6M | -7.6% | -12.4% | +4.8% | -7.0% |
| YTD | +1.8% | -47.5% | +49.4% | +2.6% |
| 1Y | -0.8% | -80.5% | +79.7% | +0.1% |
| All | +56.8% | -97.7% | +154.5% | +57.8% |
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