+121.0%
FCUV vs PEGA
-4.0%
+125.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +1.2% | +134.8% | +134.6% |
| 7D | +148.8% | +0.1% | +148.7% | +149.9% |
| 30D | +95.0% | -4.1% | +99.2% | +101.1% |
| 3M | +27.8% | -2.8% | +30.6% | +46.0% |
| 6M | +121.0% | -0.4% | +121.4% | +132.1% |
| All | +121.0% | -4.0% | +125.0% | +132.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling