-98.6%
FCUV vs PEGA
+180.6%
-279.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | -72.0% | -5.3% | -66.7% | -71.1% |
| 30D | -8.0% | +8.3% | -16.3% | -7.6% |
| 3M | +66.3% | +8.9% | +57.3% | +64.6% |
| 6M | -75.3% | -19.7% | -55.6% | -74.3% |
| YTD | -83.0% | -39.9% | -43.1% | -81.5% |
| 1Y | -94.7% | -36.4% | -58.3% | -94.3% |
| 3Y | -99.3% | +52.8% | -152.1% | -99.3% |
| 5Y | -99.9% | -45.7% | -54.2% | -99.9% |
| All | -98.6% | +180.6% | -279.2% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling