-25.6%
FLUT vs PFG
+195.4%
-221.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -1.5% | +3.0% | -4.4% | -2.2% |
| 30D | +3.4% | +8.2% | -4.7% | +1.6% |
| 3M | -12.5% | +2.7% | -15.2% | -13.1% |
| 6M | -18.5% | +17.2% | -35.7% | -21.3% |
| YTD | -61.6% | +34.8% | -96.4% | -64.0% |
| 1Y | -64.1% | +43.6% | -107.7% | -66.7% |
| 3Y | -44.5% | +85.4% | -129.9% | -50.8% |
| 5Y | -51.3% | +102.2% | -153.5% | -57.0% |
| 10Y | -25.6% | +190.2% | -215.8% | -31.5% |
| All | -25.6% | +195.4% | -221.0% | -31.5% |
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