-49.2%
FLUT vs PEGA
-47.9%
-1.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.6% |
| 7D | +3.8% | -2.4% | +6.2% | +4.4% |
| 30D | +6.3% | +9.6% | -3.3% | +3.8% |
| 3M | -4.0% | +2.3% | -6.4% | -5.3% |
| 6M | -10.3% | -23.9% | +13.6% | -5.6% |
| YTD | -53.2% | -39.8% | -13.4% | -48.5% |
| 1Y | -65.0% | -37.4% | -27.6% | -62.0% |
| 3Y | -43.9% | +53.1% | -97.0% | -52.2% |
| 5Y | -49.2% | -47.2% | -2.0% | -47.4% |
| All | -49.2% | -47.9% | -1.3% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling