-97.7%
FCUV vs PENG
+108.8%
-206.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +6.4% | -20.1% | -14.2% |
| 7D | +62.8% | +4.5% | +58.3% | +62.1% |
| 30D | +66.5% | -7.1% | +73.6% | +65.7% |
| 3M | +459.9% | -27.3% | +487.2% | +458.2% |
| 6M | -12.4% | +169.6% | -182.0% | -24.2% |
| YTD | -47.5% | +164.6% | -212.2% | -54.6% |
| 1Y | -80.5% | +109.5% | -190.0% | -82.5% |
| All | -97.7% | +108.8% | -206.5% | -98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling