-97.9%
FCUV vs PENG
+136.5%
-234.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -1.7% |
| 7D | +2.4% | +34.6% | -32.2% | +0.7% |
| 30D | -25.9% | -35.9% | +10.0% | -25.6% |
| 3M | -44.8% | -14.7% | -30.1% | -44.2% |
| 6M | -3.5% | +13.5% | -17.0% | +1.8% |
| YTD | -90.7% | +156.1% | -246.9% | -89.8% |
| 1Y | -97.9% | +141.3% | -239.2% | -97.6% |
| All | -97.9% | +136.5% | -234.4% | -97.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling