+117.3%
PCAR vs FCUV
-99.9%
+217.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +2.4% |
| 7D | +2.2% | -4.7% | +6.9% | +2.2% |
| 30D | +0.3% | -23.2% | +23.5% | +0.4% |
| 3M | -17.9% | -49.2% | +31.2% | -17.9% |
| 6M | -3.4% | -9.2% | +5.8% | -4.0% |
| YTD | -0.1% | -90.6% | +90.5% | +1.7% |
| 1Y | +13.4% | -97.9% | +111.3% | +18.2% |
| 3Y | +37.2% | -99.5% | +136.7% | +45.1% |
| 5Y | +117.3% | -99.9% | +217.2% | +145.1% |
| All | +117.3% | -99.9% | +217.2% | +145.1% |
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