-11.0%
FLUT vs PFG
+247.4%
-258.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -3.6% | -3.0% | -0.6% | -2.9% |
| 30D | -0.3% | +2.5% | -2.8% | -0.9% |
| 3M | -12.6% | +6.1% | -18.7% | -13.8% |
| 6M | -8.0% | +31.3% | -39.3% | -13.2% |
| YTD | -54.1% | +33.6% | -87.7% | -56.8% |
| 1Y | -66.1% | +48.5% | -114.6% | -68.8% |
| 3Y | -45.0% | +69.6% | -114.6% | -50.5% |
| 5Y | -51.2% | +111.5% | -162.7% | -56.9% |
| All | -11.0% | +247.4% | -258.4% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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