-99.6%
FCUV vs PENG
+115.2%
-214.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +6.4% | -20.1% | -14.6% |
| 7D | +62.8% | +4.5% | +58.3% | +61.5% |
| 30D | +66.5% | -7.1% | +73.6% | +65.6% |
| 3M | +459.9% | -27.3% | +487.2% | +462.5% |
| 6M | -12.4% | +169.6% | -182.0% | -31.5% |
| YTD | -47.5% | +164.6% | -212.2% | -58.9% |
| 1Y | -80.5% | +109.5% | -190.0% | -83.9% |
| 3Y | -97.6% | +98.9% | -196.6% | -98.2% |
| All | -99.6% | +115.2% | -214.8% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling