+100.5%
PSA vs FCUV
-98.6%
+199.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.6% | +0.6% |
| 7D | -1.8% | -66.5% | +64.6% | -1.7% |
| 30D | -8.4% | +5.0% | -13.3% | -8.5% |
| 3M | -7.8% | +63.8% | -71.6% | -8.8% |
| 6M | +0.8% | -67.8% | +68.6% | -0.1% |
| YTD | +16.5% | -82.4% | +98.9% | +15.6% |
| 1Y | +4.7% | -94.7% | +99.4% | +4.0% |
| 3Y | +21.1% | -99.3% | +120.3% | +20.2% |
| 5Y | +14.2% | -99.9% | +114.0% | +13.4% |
| All | +100.5% | -98.6% | +199.1% | +100.2% |
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