+61.8%
PCAR vs FCUV
-99.2%
+161.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -65.2% | +63.5% | -1.8% |
| 7D | 0.0% | -47.9% | +48.0% | +0.1% |
| 30D | -7.7% | +13.7% | -21.4% | -7.7% |
| 3M | +3.7% | +97.0% | -93.3% | +4.0% |
| 6M | +2.3% | -66.1% | +68.4% | +3.5% |
| YTD | +12.8% | -81.8% | +94.6% | +14.6% |
| 1Y | +27.8% | -93.3% | +121.0% | +31.0% |
| 3Y | +61.8% | -99.2% | +161.0% | +66.4% |
| All | +61.8% | -99.2% | +161.0% | +66.4% |
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