+0.3%
FLUT vs PFGC
+485.3%
-485.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +4.5% | +1.5% | +3.0% | +4.3% |
| 30D | +9.2% | +17.4% | -8.2% | +7.1% |
| 3M | -13.7% | -2.4% | -11.3% | -13.6% |
| 6M | -9.0% | +18.2% | -27.2% | -10.8% |
| YTD | -60.2% | +23.7% | -83.9% | -61.4% |
| 1Y | -63.1% | +15.0% | -78.1% | -63.9% |
| 3Y | -42.5% | +82.3% | -124.8% | -46.1% |
| 5Y | -47.6% | +131.9% | -179.5% | -52.0% |
| 10Y | -22.9% | +353.0% | -375.9% | -28.0% |
| All | +0.3% | +485.3% | -485.0% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling