-98.9%
FCUV vs PENG
+209.7%
-308.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -5.5% | +141.5% | +136.2% |
| 7D | +148.8% | +13.2% | +135.6% | +144.6% |
| 30D | +95.0% | -29.9% | +125.0% | +99.2% |
| 3M | +27.8% | -22.2% | +50.0% | +29.3% |
| 6M | +121.0% | -1.9% | +122.9% | +115.9% |
| YTD | -78.1% | +142.1% | -220.3% | -80.6% |
| 1Y | -94.3% | +151.5% | -245.8% | -94.9% |
| 3Y | -98.9% | +206.9% | -305.8% | -99.1% |
| All | -98.9% | +209.7% | -308.7% | -99.1% |
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