-59.6%
FLUT vs PEG
-5.8%
-53.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -1.0% |
| 7D | -0.7% | +4.5% | -5.2% | -0.6% |
| 30D | +9.3% | +7.5% | +1.7% | +9.8% |
| 3M | -17.5% | +0.8% | -18.3% | -18.3% |
| 6M | -14.6% | 0.0% | -14.6% | -15.2% |
| YTD | -62.3% | -3.0% | -59.2% | -63.7% |
| 1Y | -59.6% | -4.7% | -54.9% | -60.5% |
| All | -59.6% | -5.8% | -53.8% | -60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling