-65.0%
FLUT vs PCOR
-2.2%
-62.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -1.2% | +2.2% | -3.4% | -1.7% |
| 30D | +5.0% | +37.4% | -32.4% | -4.4% |
| 3M | -16.4% | +33.2% | -49.6% | -23.7% |
| 6M | -14.6% | +60.6% | -75.2% | -27.8% |
| YTD | -61.9% | +6.2% | -68.1% | -61.2% |
| 1Y | -65.0% | -1.1% | -64.0% | -61.9% |
| All | -65.0% | -2.2% | -62.8% | -61.9% |
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