+163.9%
PCAR vs FCUV
-99.9%
+263.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | -0.5% |
| 7D | -0.2% | -63.8% | +63.5% | -0.1% |
| 30D | -6.9% | -14.7% | +7.8% | -6.9% |
| 3M | +2.1% | +65.3% | -63.2% | +1.5% |
| 6M | +1.6% | -68.5% | +70.1% | +2.5% |
| YTD | +12.2% | -83.0% | +95.3% | +14.1% |
| 1Y | +28.0% | -94.4% | +122.5% | +32.0% |
| 3Y | +61.0% | -99.3% | +160.2% | +69.8% |
| 5Y | +163.9% | -99.9% | +263.8% | +189.6% |
| All | +163.9% | -99.9% | +263.8% | +189.6% |
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