+2,054.3%
FLUT vs PEGA
+2,510.1%
-455.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.6% | +3.3% | -4.9% | -1.9% |
| 30D | +7.7% | +17.7% | -10.0% | +6.3% |
| 3M | -0.7% | +5.8% | -6.5% | -1.4% |
| 6M | -11.2% | -20.3% | +9.1% | -9.9% |
| YTD | -53.4% | -37.1% | -16.3% | -52.1% |
| 1Y | -65.8% | -30.2% | -35.6% | -65.0% |
| 3Y | -44.9% | +48.1% | -93.0% | -46.9% |
| 5Y | -49.7% | -46.8% | -2.9% | -50.5% |
| 10Y | -9.7% | +191.3% | -201.0% | -14.6% |
| All | +2,054.3% | +2,510.1% | -455.8% | +1,858.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling