-46.0%
FLUT vs PCOR
+43.2%
-89.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | -6.5% | +22.2% | -28.7% | -13.0% |
| 30D | +2.8% | +36.0% | -33.3% | -7.8% |
| 3M | -13.5% | +34.0% | -47.5% | -22.5% |
| 6M | -19.0% | +43.5% | -62.5% | -29.9% |
| YTD | -61.9% | +5.1% | -67.0% | -63.6% |
| 1Y | -63.2% | -3.9% | -59.3% | -63.7% |
| 3Y | -46.0% | +52.9% | -98.9% | -57.0% |
| All | -46.0% | +43.2% | -89.2% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling