-65.5%
FLUT vs PFG
+49.1%
-114.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.4% |
| 7D | +3.8% | +6.0% | -2.2% | +0.2% |
| 30D | +6.3% | +2.2% | +4.1% | +4.7% |
| 3M | -4.0% | +10.4% | -14.4% | -10.4% |
| 6M | -10.3% | +27.8% | -38.1% | -24.0% |
| YTD | -53.2% | +33.6% | -86.8% | -60.5% |
| All | -65.5% | +49.1% | -114.6% | -71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling