-26.8%
FLUT vs PEG
+171.2%
-198.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -1.3% |
| 7D | -0.7% | +4.5% | -5.2% | -1.4% |
| 30D | +9.3% | +7.5% | +1.7% | +8.0% |
| 3M | -17.5% | +0.8% | -18.3% | -17.7% |
| 6M | -14.6% | 0.0% | -14.6% | -14.7% |
| YTD | -62.3% | -3.0% | -59.2% | -62.3% |
| 1Y | -59.6% | -4.7% | -54.9% | -59.5% |
| 3Y | -45.3% | +36.5% | -81.8% | -47.3% |
| 5Y | -50.4% | +44.4% | -94.8% | -52.6% |
| All | -26.8% | +171.2% | -198.1% | -31.9% |
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