-98.9%
FCUV vs PEGA
+46.3%
-145.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +1.2% | +134.8% | +135.6% |
| 7D | +148.8% | +0.1% | +148.7% | +149.1% |
| 30D | +95.0% | -4.1% | +99.2% | +97.1% |
| 3M | +27.8% | -2.8% | +30.6% | +32.2% |
| 6M | +121.0% | -0.4% | +121.4% | +123.9% |
| YTD | -78.1% | -45.4% | -32.8% | -76.2% |
| 1Y | -94.3% | -42.6% | -51.6% | -93.8% |
| 3Y | -98.9% | +45.4% | -144.3% | -98.4% |
| All | -98.9% | +46.3% | -145.2% | -98.4% |
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