-9.3%
PCOR vs FCUV
-99.7%
+90.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +136.0% | -135.5% | -1.4% |
| 7D | +3.0% | +148.8% | -145.7% | +1.0% |
| 30D | +38.7% | +95.0% | -56.4% | +36.4% |
| 3M | +24.9% | +27.8% | -2.9% | +22.6% |
| 6M | +68.8% | +121.0% | -52.2% | +55.1% |
| YTD | +6.7% | -78.1% | +84.9% | +6.3% |
| 1Y | +3.0% | -94.3% | +97.3% | +9.2% |
| 3Y | +48.6% | -98.9% | +147.5% | +66.3% |
| All | -9.3% | -99.7% | +90.4% | +18.0% |
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