+22.4%
PRU vs FCUV
-13.4%
+35.7%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | 0.0% | +2.4% | -2.4% | 0.0% |
| 30D | +7.9% | -25.9% | +33.9% | +7.9% |
| 3M | +0.9% | -44.8% | +45.6% | +1.0% |
| 6M | +22.4% | -3.5% | +25.8% | +22.8% |
| All | +22.4% | -13.4% | +35.7% | +22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling