-75.9%
PCG vs FCUV
-98.6%
+22.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | +0.5% | -72.0% | +72.5% | +0.4% |
| 30D | -18.9% | -8.0% | -10.9% | -18.9% |
| 3M | -15.8% | +66.3% | -82.1% | -15.6% |
| 6M | -22.6% | -75.3% | +52.7% | -22.2% |
| YTD | -12.2% | -83.0% | +70.8% | -11.8% |
| 1Y | -7.1% | -94.7% | +87.6% | -6.6% |
| 3Y | -15.8% | -99.3% | +83.4% | -15.4% |
| 5Y | +53.3% | -99.9% | +153.2% | +54.0% |
| All | -75.9% | -98.6% | +22.7% | -74.9% |
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