-63.2%
FLUT vs PBF
+120.1%
-183.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.7% | +4.3% | -2.1% |
| 7D | +4.2% | -0.9% | +5.1% | +4.1% |
| 30D | +8.0% | -13.7% | +21.7% | +8.5% |
| 3M | -22.1% | +10.6% | -32.7% | -22.2% |
| 6M | -21.7% | +61.2% | -82.9% | -22.8% |
| YTD | -62.0% | +172.7% | -234.7% | -64.5% |
| 1Y | -63.2% | +111.0% | -174.2% | -63.7% |
| All | -63.2% | +120.1% | -183.2% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling