-76.4%
PCG vs FLUT
-22.9%
-53.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.2% |
| 7D | -2.2% | +4.5% | -6.8% | -2.5% |
| 30D | -0.5% | +9.2% | -9.7% | -1.0% |
| 3M | -24.0% | -13.7% | -10.3% | -23.5% |
| 6M | -18.6% | -9.0% | -9.6% | -18.5% |
| YTD | -17.7% | -60.2% | +42.6% | -13.3% |
| 1Y | -20.0% | -63.1% | +43.1% | -15.4% |
| 3Y | -20.2% | -42.5% | +22.2% | -18.5% |
| 5Y | +8.4% | -47.6% | +55.9% | +8.3% |
| 10Y | -76.4% | -22.9% | -53.5% | -74.1% |
| All | -76.4% | -22.9% | -53.5% | -74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling