-70.7%
PCG vs FCUV
-97.9%
+27.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.3% |
| 7D | -1.1% | -15.4% | +14.4% | -1.1% |
| 30D | +0.1% | -32.9% | +32.9% | 0.0% |
| 3M | -24.4% | -46.2% | +21.7% | -24.4% |
| 6M | -17.7% | -30.0% | +12.3% | -17.2% |
| YTD | -17.4% | -91.4% | +73.9% | -17.0% |
| 1Y | -19.4% | -98.1% | +78.7% | -19.0% |
| 3Y | -18.6% | -99.6% | +81.0% | -18.2% |
| 5Y | +10.2% | -99.9% | +110.1% | +10.7% |
| 10Y | -76.7% | -99.3% | +22.6% | -75.9% |
| All | -70.7% | -97.9% | +27.2% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling