-5.1%
PCG vs FLUT
-65.9%
+60.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.4% |
| 7D | -13.9% | -1.6% | -12.2% | -13.8% |
| 30D | -16.9% | +7.7% | -24.6% | -16.8% |
| 3M | -14.7% | -0.7% | -14.0% | -14.5% |
| 6M | -23.8% | -11.2% | -12.7% | -23.6% |
| YTD | -10.5% | -53.4% | +42.9% | -5.5% |
| 1Y | -5.1% | -65.8% | +60.6% | +3.7% |
| All | -5.1% | -65.9% | +60.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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