-13.8%
PCG vs FCUV
-97.7%
+83.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -13.7% | +16.1% | +2.4% |
| 7D | -13.9% | +62.8% | -76.7% | -13.8% |
| 30D | -16.9% | +66.5% | -83.4% | -16.8% |
| 3M | -14.7% | +459.9% | -474.7% | -14.3% |
| 6M | -23.8% | -12.4% | -11.4% | -22.3% |
| YTD | -10.5% | -47.5% | +37.0% | -8.1% |
| 1Y | -5.1% | -80.5% | +75.4% | -1.3% |
| All | -13.8% | -97.7% | +83.8% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling