-43.9%
FLUT vs PEG
+34.5%
-78.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +3.8% | +1.0% | +2.8% | +3.5% |
| 30D | +6.3% | -1.9% | +8.2% | +6.9% |
| 3M | -4.0% | -3.7% | -0.4% | -2.9% |
| 6M | -10.3% | -9.4% | -0.9% | -7.6% |
| YTD | -53.2% | -6.0% | -47.2% | -52.8% |
| 1Y | -65.0% | -4.4% | -60.7% | -65.0% |
| 3Y | -43.9% | +33.5% | -77.4% | -46.7% |
| All | -43.9% | +34.5% | -78.4% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling