-25.6%
FLUT vs PFGC
+366.4%
-392.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -1.5% | +15.0% | -16.5% | -3.3% |
| 30D | +3.4% | +17.0% | -13.6% | +1.3% |
| 3M | -12.5% | -2.5% | -10.0% | -12.4% |
| 6M | -18.5% | +19.2% | -37.7% | -20.4% |
| YTD | -61.6% | +23.4% | -85.1% | -62.8% |
| 1Y | -64.1% | +13.9% | -78.0% | -64.9% |
| 3Y | -44.5% | +82.0% | -126.5% | -48.4% |
| 5Y | -51.3% | +128.7% | -180.0% | -55.9% |
| 10Y | -25.6% | +361.5% | -387.1% | -34.2% |
| All | -25.6% | +366.4% | -392.0% | -34.2% |
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