-51.8%
FLUT vs PFGC
+135.8%
-187.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -1.1% |
| 7D | -6.5% | +10.8% | -17.3% | -10.5% |
| 30D | +2.8% | +17.8% | -15.0% | -3.9% |
| 3M | -13.5% | -2.7% | -10.7% | -12.9% |
| 6M | -19.0% | +20.0% | -39.0% | -25.1% |
| YTD | -61.9% | +24.3% | -86.2% | -65.8% |
| 1Y | -63.2% | +13.2% | -76.4% | -65.6% |
| 3Y | -46.0% | +85.9% | -131.9% | -59.3% |
| 5Y | -51.8% | +141.0% | -192.8% | -68.2% |
| All | -51.8% | +135.8% | -187.5% | -68.2% |
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