-10.4%
FLUT vs PFGC
+287.3%
-297.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -2.6% | -3.7% | +1.1% | -2.1% |
| 30D | +5.4% | -16.0% | +21.3% | +7.6% |
| 3M | -10.8% | -4.1% | -6.6% | -10.3% |
| 6M | -9.2% | +8.7% | -17.9% | -10.2% |
| YTD | -53.8% | +6.4% | -60.2% | -54.3% |
| 1Y | -66.0% | -8.4% | -57.6% | -65.7% |
| 3Y | -44.7% | +61.8% | -106.4% | -47.7% |
| 5Y | -50.6% | +108.7% | -159.3% | -54.4% |
| 10Y | -10.4% | +298.1% | -308.5% | -20.1% |
| All | -10.4% | +287.3% | -297.7% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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