-66.1%
FLUT vs PFGC
-9.2%
-56.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.4% |
| 7D | -3.6% | -4.8% | +1.3% | -2.8% |
| 30D | -0.3% | -17.2% | +16.9% | +2.6% |
| 3M | -12.6% | -6.3% | -6.3% | -11.3% |
| 6M | -8.0% | +8.8% | -16.8% | -8.1% |
| YTD | -54.1% | +4.9% | -59.0% | -55.2% |
| 1Y | -66.1% | -9.5% | -56.6% | -65.5% |
| All | -66.1% | -9.2% | -56.9% | -65.5% |
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