-50.6%
FLUT vs PEG
+32.7%
-83.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.7% |
| 7D | -2.6% | -1.0% | -1.6% | -2.3% |
| 30D | +5.4% | -2.6% | +8.0% | +6.2% |
| 3M | -10.8% | -7.6% | -3.1% | -8.6% |
| 6M | -9.2% | -12.2% | +2.9% | -5.7% |
| YTD | -53.8% | -8.1% | -45.7% | -53.0% |
| 1Y | -66.0% | -7.0% | -59.0% | -65.5% |
| 3Y | -44.7% | +30.6% | -75.2% | -49.3% |
| 5Y | -50.6% | +34.4% | -85.0% | -57.0% |
| All | -50.6% | +32.7% | -83.3% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling