-4.2%
PCG vs FCUV
-94.0%
+89.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.0% | +2.8% | -4.3% |
| 7D | +6.5% | -63.8% | +70.2% | +6.2% |
| 30D | -16.7% | -14.7% | -2.1% | -16.6% |
| 3M | -14.2% | +65.3% | -79.5% | -12.5% |
| 6M | -21.5% | -68.5% | +47.0% | -19.7% |
| YTD | -11.2% | -83.0% | +71.9% | -8.5% |
| 1Y | -4.2% | -94.4% | +90.2% | -1.1% |
| All | -4.2% | -94.0% | +89.8% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling