-10.4%
FLUT vs PEG
+139.0%
-149.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.2% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +5.4% | -1.7% | +7.1% | +5.6% |
| 3M | -10.8% | -6.8% | -4.0% | -9.8% |
| 6M | -9.2% | -11.4% | +2.1% | -7.6% |
| YTD | -53.8% | -7.2% | -46.6% | -53.4% |
| 1Y | -66.0% | -6.1% | -59.8% | -65.8% |
| 3Y | -44.7% | +31.8% | -76.4% | -46.3% |
| 5Y | -50.6% | +35.6% | -86.2% | -52.3% |
| 10Y | -10.4% | +148.7% | -159.1% | -14.7% |
| All | -10.4% | +139.0% | -149.4% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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