-53.6%
FLUT vs PCOR
-10.3%
-43.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | -1.1% | +22.7% | -23.8% | -6.9% |
| 30D | +7.7% | +37.5% | -29.8% | -1.7% |
| 3M | -12.2% | +35.2% | -47.4% | -19.9% |
| 6M | -17.6% | +42.2% | -59.8% | -26.4% |
| YTD | -62.0% | +3.6% | -65.6% | -63.5% |
| 1Y | -62.3% | -4.8% | -57.5% | -62.9% |
| 3Y | -52.0% | +48.3% | -100.3% | -58.3% |
| 5Y | -51.8% | -20.1% | -31.7% | -57.2% |
| All | -53.6% | -10.3% | -43.3% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling