-76.0%
PCG vs FCUV
-98.2%
+22.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +136.0% | -133.8% | +2.2% |
| 7D | +2.2% | +148.8% | -146.6% | +2.2% |
| 30D | +0.8% | +95.0% | -94.3% | +0.8% |
| 3M | -23.8% | +27.8% | -51.6% | -23.8% |
| 6M | -19.6% | +121.0% | -140.6% | -19.3% |
| YTD | -16.7% | -78.1% | +61.4% | -16.3% |
| 1Y | -19.4% | -94.3% | +74.9% | -18.9% |
| 3Y | -18.3% | -98.9% | +80.6% | -17.9% |
| 5Y | +10.4% | -99.7% | +110.1% | +11.0% |
| All | -76.0% | -98.2% | +22.2% | -75.0% |
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