-99.3%
FCUV vs PENG
+661.7%
-761.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.3% | -10.9% | -2.6% |
| 7D | -15.4% | -3.8% | -11.6% | -15.3% |
| 30D | -32.9% | -40.1% | +7.2% | -29.7% |
| 3M | -46.2% | -21.8% | -24.4% | -45.5% |
| 6M | -30.0% | +3.3% | -33.3% | -32.4% |
| YTD | -91.4% | +133.6% | -225.0% | -92.5% |
| 1Y | -98.1% | +110.7% | -208.8% | -98.3% |
| 3Y | -99.6% | +204.3% | -303.9% | -99.7% |
| 5Y | -99.9% | +54.4% | -154.2% | -99.9% |
| All | -99.3% | +661.7% | -761.0% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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