-76.4%
PCG vs FCUV
-99.2%
+22.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -1.0% |
| 7D | -2.2% | -4.7% | +2.4% | -2.2% |
| 30D | -0.5% | -23.2% | +22.7% | -0.5% |
| 3M | -24.0% | -49.2% | +25.2% | -24.0% |
| 6M | -18.6% | -9.2% | -9.4% | -18.4% |
| YTD | -17.7% | -90.6% | +72.9% | -17.3% |
| 1Y | -20.0% | -97.9% | +77.9% | -19.6% |
| 3Y | -20.2% | -99.5% | +79.3% | -19.9% |
| 5Y | +8.4% | -99.9% | +108.2% | +8.8% |
| 10Y | -76.4% | -99.2% | +22.8% | -75.4% |
| All | -76.4% | -99.2% | +22.8% | -75.4% |
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 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