+122.4%
PCG vs FLUT
+2,054.3%
-1,931.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.5% |
| 7D | -13.9% | -1.6% | -12.2% | -13.8% |
| 30D | -16.9% | +7.7% | -24.6% | -17.1% |
| 3M | -14.7% | -0.7% | -14.0% | -14.8% |
| 6M | -23.8% | -11.2% | -12.7% | -23.7% |
| YTD | -10.5% | -53.4% | +42.9% | -8.5% |
| 1Y | -5.1% | -65.8% | +60.6% | -2.0% |
| 3Y | -11.6% | -44.9% | +33.3% | -10.4% |
| 5Y | +59.0% | -49.7% | +108.7% | +59.6% |
| 10Y | -75.7% | -9.7% | -66.0% | -75.7% |
| All | +122.4% | +2,054.3% | -1,931.9% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling