-43.9%
FLUT vs PFGC
+63.1%
-107.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.3% |
| 7D | +3.8% | -2.4% | +6.2% | +4.8% |
| 30D | +6.3% | -15.8% | +22.1% | +13.7% |
| 3M | -4.0% | -0.6% | -3.5% | -3.9% |
| 6M | -10.3% | +10.7% | -21.0% | -14.5% |
| YTD | -53.2% | +7.6% | -60.8% | -55.6% |
| 1Y | -65.0% | -7.8% | -57.2% | -64.0% |
| 3Y | -43.9% | +63.7% | -107.6% | -58.3% |
| All | -43.9% | +63.1% | -107.0% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling