-36.2%
PCOR vs FCUV
-99.6%
+63.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -65.2% | +62.1% | -2.1% |
| 7D | -6.9% | -47.9% | +41.0% | -6.6% |
| 30D | -1.5% | +13.7% | -15.2% | -2.6% |
| 3M | +18.5% | +97.0% | -78.5% | +9.3% |
| 6M | -4.7% | -66.1% | +61.4% | -8.4% |
| YTD | -22.8% | -81.8% | +59.0% | -24.5% |
| 1Y | -20.7% | -93.3% | +72.6% | -20.5% |
| 3Y | -14.6% | -99.2% | +84.7% | -13.7% |
| 5Y | -40.7% | -99.9% | +59.1% | -37.5% |
| All | -36.2% | -99.6% | +63.5% | -35.6% |
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