-43.1%
FLUT vs PCOR
-30.9%
-12.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.0% |
| 7D | -1.6% | -9.0% | +7.3% | +0.9% |
| 30D | +7.7% | +4.2% | +3.6% | +6.3% |
| 3M | -0.7% | +14.4% | -15.1% | -5.1% |
| 6M | -11.2% | +0.2% | -11.3% | -12.6% |
| YTD | -53.4% | -20.3% | -33.2% | -51.6% |
| 1Y | -65.8% | -16.1% | -49.6% | -65.0% |
| 3Y | -44.9% | -14.7% | -30.2% | -45.3% |
| 5Y | -49.7% | -43.2% | -6.5% | -51.8% |
| All | -43.1% | -30.9% | -12.2% | -46.2% |
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