-26.8%
FLUT vs PFGC
+351.0%
-377.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -0.7% | +3.4% | -4.1% | -1.1% |
| 30D | +9.3% | +16.9% | -7.7% | +7.0% |
| 3M | -17.5% | +6.4% | -23.9% | -18.2% |
| 6M | -14.6% | +16.0% | -30.6% | -16.3% |
| YTD | -62.3% | +23.6% | -85.9% | -63.4% |
| 1Y | -59.6% | +16.6% | -76.2% | -60.6% |
| 3Y | -45.3% | +82.3% | -127.6% | -49.1% |
| 5Y | -50.4% | +138.7% | -189.1% | -55.2% |
| All | -26.8% | +351.0% | -377.8% | -35.4% |
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