-80.5%
FCUV vs PEGA
-30.0%
-50.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.0% | -12.7% | -13.1% |
| 7D | +62.8% | +3.3% | +59.5% | +60.5% |
| 30D | +66.5% | +17.7% | +48.8% | +51.5% |
| 3M | +459.9% | +5.8% | +454.2% | +413.7% |
| 6M | -12.4% | -20.3% | +7.9% | -12.7% |
| YTD | -47.5% | -37.1% | -10.4% | -46.5% |
| 1Y | -80.5% | -30.2% | -50.3% | -80.9% |
| All | -80.5% | -30.0% | -50.5% | -80.9% |
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