-19.4%
PCG vs FLUT
-44.6%
+25.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -0.5% | -1.5% | +1.0% | -0.4% |
| 30D | +0.8% | +3.4% | -2.7% | +0.6% |
| 3M | -22.0% | -12.5% | -9.6% | -21.7% |
| 6M | -17.1% | -18.5% | +1.4% | -16.5% |
| YTD | -16.9% | -61.6% | +44.8% | -11.3% |
| 1Y | -19.1% | -64.1% | +45.0% | -13.2% |
| 3Y | -19.4% | -44.5% | +25.0% | -16.7% |
| All | -19.4% | -44.6% | +25.2% | -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