-51.0%
FLUT vs PCOR
-19.6%
-31.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | -1.1% | +22.7% | -23.8% | -7.3% |
| 30D | +7.7% | +37.5% | -29.8% | -2.3% |
| 3M | -12.2% | +35.2% | -47.4% | -20.4% |
| 6M | -17.6% | +42.2% | -59.8% | -26.9% |
| YTD | -62.0% | +3.6% | -65.6% | -63.6% |
| 1Y | -62.3% | -4.8% | -57.5% | -62.9% |
| 3Y | -52.0% | +48.3% | -100.3% | -58.9% |
| All | -51.0% | -19.6% | -31.4% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling