-51.5%
FLUT vs PCOR
-7.7%
-43.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +2.0% | +3.2% |
| 7D | +4.5% | +2.5% | +2.0% | +3.9% |
| 30D | +9.2% | +37.9% | -28.7% | -0.4% |
| 3M | -13.7% | +32.0% | -45.6% | -20.7% |
| 6M | -9.0% | +54.7% | -63.7% | -20.6% |
| YTD | -60.2% | +6.6% | -66.8% | -62.1% |
| 1Y | -63.1% | -1.7% | -61.4% | -64.1% |
| 3Y | -42.5% | +49.0% | -91.4% | -50.2% |
| 5Y | -47.6% | -12.5% | -35.0% | -53.9% |
| All | -51.5% | -7.7% | -43.7% | -57.8% |
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 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