-44.5%
FLUT vs PEG
+34.2%
-78.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -1.5% | +2.6% | -4.0% | -2.3% |
| 30D | +3.4% | +3.3% | +0.1% | +2.3% |
| 3M | -12.5% | +1.1% | -13.5% | -12.9% |
| 6M | -18.5% | -1.4% | -17.0% | -18.3% |
| YTD | -61.6% | -4.6% | -57.1% | -61.6% |
| 1Y | -64.1% | -7.2% | -56.9% | -63.5% |
| 3Y | -44.5% | +33.7% | -78.2% | -46.5% |
| All | -44.5% | +34.2% | -78.7% | -46.5% |
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 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