-34.1%
PCOR vs FCUV
-99.0%
+64.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.7% | +9.4% | -4.0% |
| 7D | -9.0% | +62.8% | -71.8% | -9.8% |
| 30D | +4.2% | +66.5% | -62.3% | +2.9% |
| 3M | +14.4% | +459.9% | -445.5% | +4.5% |
| 6M | +0.2% | -12.4% | +12.5% | -4.4% |
| YTD | -20.3% | -47.5% | +27.3% | -22.8% |
| 1Y | -16.1% | -80.5% | +64.4% | -16.8% |
| 3Y | -14.7% | -97.6% | +82.9% | -15.0% |
| 5Y | -43.2% | -99.5% | +56.4% | -40.8% |
| All | -34.1% | -99.0% | +64.9% | -34.2% |
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