-20.1%
PCOR vs FCUV
-99.9%
+79.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.3% |
| 7D | +22.7% | -13.0% | +35.7% | +22.9% |
| 30D | +37.5% | -36.9% | +74.4% | +38.3% |
| 3M | +35.2% | -65.3% | +100.5% | +35.9% |
| 6M | +42.2% | -32.9% | +75.1% | +35.0% |
| YTD | +3.6% | -91.2% | +94.8% | +5.1% |
| 1Y | -4.8% | -98.2% | +93.5% | +4.3% |
| 3Y | +48.3% | -99.6% | +147.9% | +70.3% |
| All | -20.1% | -99.9% | +79.7% | +1.9% |
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 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