-64.1%
FLUT vs PFGC
+11.2%
-75.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -1.5% | +15.0% | -16.5% | -3.4% |
| 30D | +3.4% | +17.0% | -13.6% | +1.3% |
| 3M | -12.5% | -2.5% | -10.0% | -12.2% |
| 6M | -18.5% | +19.2% | -37.7% | -19.3% |
| YTD | -61.6% | +23.4% | -85.1% | -63.5% |
| 1Y | -64.1% | +13.9% | -78.0% | -63.7% |
| All | -64.1% | +11.2% | -75.3% | -63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling