-98.5%
FCUV vs PENG
+755.0%
-853.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -0.9% | -64.3% | -65.2% |
| 7D | -47.9% | +7.8% | -55.7% | -48.2% |
| 30D | +13.7% | -12.2% | +25.9% | +14.5% |
| 3M | +97.0% | -20.6% | +117.6% | +96.8% |
| 6M | -66.1% | +180.9% | -247.1% | -70.8% |
| YTD | -81.8% | +162.3% | -244.0% | -84.2% |
| 1Y | -93.3% | +107.3% | -200.6% | -94.0% |
| 3Y | -99.2% | +110.8% | -210.0% | -99.3% |
| 5Y | -99.9% | +117.8% | -217.7% | -99.9% |
| All | -98.5% | +755.0% | -853.5% | -98.5% |
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