-99.3%
FCUV vs PEGA
+49.1%
-148.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.2% | -4.9% | -6.4% |
| 7D | -63.8% | -6.1% | -57.6% | -62.2% |
| 30D | -14.7% | +6.4% | -21.1% | -13.6% |
| 3M | +65.3% | +2.9% | +62.4% | +65.6% |
| 6M | -68.5% | -23.8% | -44.7% | -67.0% |
| YTD | -83.0% | -41.1% | -42.0% | -81.8% |
| 1Y | -94.4% | -38.2% | -56.2% | -94.1% |
| All | -99.3% | +49.1% | -148.4% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling