-99.2%
FCUV vs PENG
+720.8%
-820.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.3% | -6.2% | +3.0% |
| 7D | -4.7% | +1.9% | -6.5% | -5.2% |
| 30D | -23.2% | -37.8% | +14.6% | -19.9% |
| 3M | -49.2% | -14.1% | -35.1% | -49.0% |
| 6M | -9.2% | +13.1% | -22.3% | -13.1% |
| YTD | -90.6% | +151.8% | -242.4% | -91.9% |
| 1Y | -97.9% | +136.0% | -233.9% | -98.2% |
| 3Y | -99.5% | +217.9% | -317.5% | -99.6% |
| 5Y | -99.9% | +64.1% | -164.0% | -99.9% |
| All | -99.2% | +720.8% | -820.1% | -99.2% |
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