-26.8%
FLUT vs PEGA
+97.3%
-124.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +9.3% | -4.1% | +13.4% | +10.1% |
| 3M | -17.5% | -2.8% | -14.7% | -17.1% |
| 6M | -14.6% | -0.4% | -14.2% | -15.0% |
| YTD | -62.3% | -45.4% | -16.9% | -58.6% |
| 1Y | -59.6% | -42.6% | -17.0% | -56.1% |
| 3Y | -45.3% | +45.4% | -90.7% | -50.2% |
| 5Y | -50.4% | -44.6% | -5.8% | -52.3% |
| All | -26.8% | +97.3% | -124.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling