+1,675.5%
FLUT vs PEG
+1,139.0%
+536.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -1.5% | +2.6% | -4.0% | -1.7% |
| 30D | +3.4% | +3.3% | +0.1% | +3.1% |
| 3M | -12.5% | +1.1% | -13.5% | -12.6% |
| 6M | -18.5% | -1.4% | -17.0% | -18.4% |
| YTD | -61.6% | -4.6% | -57.1% | -61.5% |
| 1Y | -64.1% | -7.2% | -56.9% | -63.9% |
| 3Y | -44.5% | +33.7% | -78.2% | -45.7% |
| 5Y | -51.3% | +40.8% | -92.1% | -52.6% |
| 10Y | -25.6% | +162.8% | -188.4% | -30.7% |
| All | +1,675.5% | +1,139.0% | +536.5% | +1,473.6% |
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