-25.6%
FLUT vs PBF
+231.7%
-257.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.9% | +0.8% |
| 7D | -1.5% | -15.3% | +13.8% | -1.0% |
| 30D | +3.4% | -21.8% | +25.2% | +4.1% |
| 3M | -12.5% | -0.2% | -12.3% | -12.5% |
| 6M | -18.5% | +63.6% | -82.1% | -19.7% |
| YTD | -61.6% | +147.5% | -209.2% | -62.8% |
| 1Y | -64.1% | +69.8% | -133.9% | -64.8% |
| 3Y | -44.5% | +65.3% | -109.7% | -46.3% |
| 5Y | -51.3% | +393.4% | -444.7% | -52.5% |
| 10Y | -25.6% | +240.3% | -265.9% | -22.2% |
| All | -25.6% | +231.7% | -257.3% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling