-99.3%
FCUV vs PENG
+597.2%
-696.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +12.4% | -15.3% | -4.1% |
| 7D | -13.0% | -19.4% | +6.5% | -11.3% |
| 30D | -36.9% | -42.4% | +5.5% | -33.6% |
| 3M | -65.3% | -25.6% | -39.7% | -64.8% |
| 6M | -32.9% | +7.3% | -40.2% | -35.4% |
| YTD | -91.2% | +113.9% | -205.1% | -92.3% |
| 1Y | -98.2% | +93.6% | -191.8% | -98.4% |
| 3Y | -99.6% | +170.2% | -269.8% | -99.7% |
| 5Y | -99.9% | +44.2% | -144.1% | -99.9% |
| All | -99.3% | +597.2% | -696.5% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling