-63.2%
FLUT vs PCOR
+4.0%
-67.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +19.7% | -22.0% | -7.2% |
| 7D | +4.2% | +21.8% | -17.7% | -1.5% |
| 30D | +8.0% | +39.5% | -31.5% | -1.9% |
| 3M | -22.1% | +35.2% | -57.3% | -29.0% |
| 6M | -21.7% | +21.7% | -43.4% | -28.6% |
| YTD | -62.0% | +3.9% | -65.9% | -63.0% |
| 1Y | -63.2% | +6.9% | -70.1% | -64.8% |
| All | -63.2% | +4.0% | -67.2% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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