-51.2%
FLUT vs PFGC
+105.5%
-156.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.1% |
| 7D | -3.6% | -4.8% | +1.3% | -1.7% |
| 30D | -0.3% | -17.2% | +16.9% | +7.1% |
| 3M | -12.6% | -6.3% | -6.3% | -10.5% |
| 6M | -8.0% | +8.8% | -16.8% | -11.5% |
| YTD | -54.1% | +4.9% | -59.0% | -55.8% |
| 1Y | -66.1% | -9.5% | -56.6% | -65.3% |
| 3Y | -45.0% | +59.6% | -104.6% | -55.6% |
| 5Y | -51.2% | +113.5% | -164.7% | -65.2% |
| All | -51.2% | +105.5% | -156.7% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling