-21.0%
PCG vs FLUT
-52.0%
+31.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.9% |
| 7D | -1.6% | -1.1% | -0.5% | -1.6% |
| 30D | +1.4% | +7.7% | -6.3% | +1.0% |
| 3M | -23.4% | -12.2% | -11.2% | -23.1% |
| 6M | -19.4% | -17.6% | -1.8% | -18.9% |
| YTD | -18.5% | -62.0% | +43.5% | -13.2% |
| 1Y | -19.5% | -62.3% | +42.7% | -14.4% |
| 3Y | -21.0% | -52.0% | +31.0% | -16.7% |
| All | -21.0% | -52.0% | +31.0% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling