+2,054.3%
FLUT vs PEG
+1,111.7%
+942.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +7.7% | -2.4% | +10.2% | +8.0% |
| 3M | -0.7% | -4.8% | +4.1% | -0.3% |
| 6M | -11.2% | -10.7% | -0.5% | -10.3% |
| YTD | -53.4% | -6.7% | -46.8% | -53.2% |
| 1Y | -65.8% | -6.8% | -58.9% | -65.6% |
| 3Y | -44.9% | +34.5% | -79.4% | -46.2% |
| 5Y | -49.7% | +35.8% | -85.4% | -51.0% |
| 10Y | -9.7% | +141.7% | -151.5% | -15.5% |
| All | +2,054.3% | +1,111.7% | +942.6% | +1,813.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling