+271.4%
PCAR vs FCUV
-97.7%
+369.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.7% |
| 7D | +2.1% | +2.4% | -0.3% | +2.1% |
| 30D | -1.2% | -25.9% | +24.7% | -1.2% |
| 3M | -18.6% | -44.8% | +26.2% | -18.6% |
| 6M | -5.1% | -3.5% | -1.6% | -5.1% |
| YTD | -1.8% | -90.7% | +89.0% | -1.7% |
| 1Y | +10.6% | -97.9% | +108.5% | +10.9% |
| 3Y | +34.9% | -99.5% | +134.5% | +35.2% |
| 5Y | +114.0% | -99.9% | +213.8% | +114.4% |
| 10Y | +288.4% | -99.3% | +387.6% | +291.2% |
| All | +271.4% | -97.7% | +369.2% | +272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling