+1,739.7%
FLUT vs PFG
+789.0%
+950.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.7% |
| 7D | +4.5% | -2.2% | +6.8% | +4.7% |
| 30D | +9.2% | +6.4% | +2.9% | +8.7% |
| 3M | -13.7% | +2.2% | -15.9% | -13.9% |
| 6M | -9.0% | +16.3% | -25.3% | -10.1% |
| YTD | -60.2% | +33.2% | -93.5% | -61.1% |
| 1Y | -63.1% | +40.6% | -103.7% | -64.0% |
| 3Y | -42.5% | +83.3% | -125.8% | -44.8% |
| 5Y | -47.6% | +97.7% | -145.3% | -49.8% |
| 10Y | -22.9% | +189.9% | -212.8% | -27.7% |
| All | +1,739.7% | +789.0% | +950.7% | +1,570.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling