+48.5%
PPL vs FCUV
-99.9%
+148.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.6% |
| 7D | +0.4% | -13.0% | +13.4% | +0.4% |
| 30D | +5.4% | -36.9% | +42.3% | +5.4% |
| 3M | +4.3% | -65.3% | +69.6% | +4.3% |
| 6M | -1.3% | -32.9% | +31.5% | -1.1% |
| YTD | +4.7% | -91.2% | +95.9% | +5.4% |
| 1Y | +1.3% | -98.2% | +99.5% | +2.7% |
| 3Y | +57.2% | -99.6% | +156.8% | +59.1% |
| All | +48.5% | -99.9% | +148.4% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling