+106.6%
PCG vs FLUT
+1,685.4%
-1,578.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.3% |
| 7D | 0.0% | +4.8% | -4.8% | -0.2% |
| 30D | +5.8% | +8.8% | -3.0% | +5.5% |
| 3M | -22.8% | -10.7% | -12.1% | -22.6% |
| 6M | -18.4% | -19.7% | +1.3% | -18.0% |
| YTD | -16.9% | -61.4% | +44.6% | -14.5% |
| 1Y | -17.6% | -61.6% | +44.0% | -15.3% |
| 3Y | -20.0% | -51.4% | +31.4% | -18.6% |
| 5Y | +16.0% | -51.0% | +67.0% | +16.8% |
| 10Y | -76.7% | -25.2% | -51.5% | -76.6% |
| All | +106.6% | +1,685.4% | -1,578.9% | +105.6% |
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