-10.4%
FLUT vs PBF
+351.3%
-361.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.4% |
| 7D | -2.6% | +1.4% | -4.0% | -2.6% |
| 30D | +5.4% | +15.8% | -10.5% | +4.9% |
| 3M | -10.8% | +90.3% | -101.0% | -12.4% |
| 6M | -9.2% | +102.8% | -112.0% | -11.2% |
| YTD | -53.8% | +187.3% | -241.1% | -55.3% |
| 1Y | -66.0% | +161.8% | -227.8% | -67.0% |
| 3Y | -44.7% | +55.5% | -100.1% | -46.6% |
| 5Y | -50.6% | +801.9% | -852.5% | -51.7% |
| 10Y | -10.4% | +362.2% | -372.7% | -7.1% |
| All | -10.4% | +351.3% | -361.7% | -7.1% |
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