-49.2%
FLUT vs PFG
+110.7%
-159.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.3% |
| 7D | +3.8% | +6.0% | -2.2% | +0.4% |
| 30D | +6.3% | +2.2% | +4.1% | +4.8% |
| 3M | -4.0% | +10.4% | -14.4% | -9.4% |
| 6M | -10.3% | +27.8% | -38.1% | -21.8% |
| YTD | -53.2% | +33.6% | -86.8% | -60.1% |
| 1Y | -65.0% | +49.3% | -114.3% | -72.0% |
| 3Y | -43.9% | +69.7% | -113.6% | -58.7% |
| 5Y | -49.2% | +111.3% | -160.6% | -66.6% |
| All | -49.2% | +110.7% | -159.9% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling