+2,054.3%
FLUT vs PFG
+804.4%
+1,249.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -2.1% |
| 7D | -1.6% | +5.5% | -7.2% | -2.0% |
| 30D | +7.7% | +2.4% | +5.4% | +7.5% |
| 3M | -0.7% | +13.6% | -14.3% | -1.7% |
| 6M | -11.2% | +27.9% | -39.0% | -12.8% |
| YTD | -53.4% | +35.6% | -89.0% | -54.5% |
| 1Y | -65.8% | +48.5% | -114.2% | -66.7% |
| 3Y | -44.9% | +66.9% | -111.8% | -46.9% |
| 5Y | -49.7% | +111.0% | -160.6% | -52.0% |
| 10Y | -9.7% | +244.5% | -254.2% | -15.8% |
| All | +2,054.3% | +804.4% | +1,249.9% | +1,854.9% |
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