+61.8%
PCG vs FCUV
-99.8%
+161.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -65.2% | +68.9% | +3.6% |
| 7D | +5.4% | -47.9% | +53.3% | +5.4% |
| 30D | -15.1% | +13.7% | -28.8% | -15.2% |
| 3M | -9.8% | +97.0% | -106.8% | -10.0% |
| 6M | -18.0% | -66.1% | +48.1% | -16.8% |
| YTD | -7.2% | -81.8% | +74.5% | -5.1% |
| 1Y | +2.9% | -93.3% | +96.1% | +6.7% |
| 3Y | -11.1% | -99.2% | +88.1% | -7.2% |
| 5Y | +61.8% | -99.9% | +161.6% | +75.4% |
| All | +61.8% | -99.8% | +161.6% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling