-26.1%
FLUT vs PEG
+167.4%
-193.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -1.2% | +2.3% | -3.5% | -1.6% |
| 30D | +5.0% | +6.1% | -1.1% | +4.0% |
| 3M | -16.4% | -0.5% | -15.9% | -16.4% |
| 6M | -14.6% | -3.2% | -11.4% | -14.2% |
| YTD | -61.9% | -4.4% | -57.5% | -61.8% |
| 1Y | -65.0% | -7.4% | -57.7% | -64.7% |
| 3Y | -44.8% | +33.9% | -78.8% | -46.7% |
| 5Y | -49.9% | +42.3% | -92.2% | -52.0% |
| All | -26.1% | +167.4% | -193.4% | -31.0% |
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