-94.7%
FCUV vs PEGA
-37.1%
-57.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.9% |
| 7D | -72.0% | -5.3% | -66.7% | -69.4% |
| 30D | -8.0% | +8.3% | -16.3% | -6.5% |
| 3M | +66.3% | +8.9% | +57.3% | +61.5% |
| 6M | -75.3% | -19.7% | -55.6% | -73.8% |
| YTD | -83.0% | -39.9% | -43.1% | -81.1% |
| 1Y | -94.7% | -36.4% | -58.3% | -94.2% |
| All | -94.7% | -37.1% | -57.5% | -94.2% |
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