-98.0%
FCUV vs PEGA
-44.4%
-53.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | 0.0% | -7.5% | -7.5% |
| 7D | -8.6% | -2.9% | -5.7% | -6.8% |
| 30D | -25.9% | -0.5% | -25.4% | -26.4% |
| 3M | -69.8% | +8.5% | -78.3% | -69.9% |
| 6M | -31.6% | -6.3% | -25.4% | -31.3% |
| YTD | -90.1% | -42.2% | -47.9% | -90.3% |
| 1Y | -98.0% | -43.4% | -54.5% | -97.9% |
| All | -98.0% | -44.4% | -53.5% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling