-43.9%
FLUT vs PBF
+62.4%
-106.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.3% |
| 7D | +3.8% | +2.4% | +1.4% | +3.6% |
| 30D | +6.3% | +24.9% | -18.6% | +3.9% |
| 3M | -4.0% | +81.9% | -85.9% | -10.4% |
| 6M | -10.3% | +79.4% | -89.7% | -16.9% |
| YTD | -53.2% | +188.3% | -241.5% | -59.6% |
| 1Y | -65.0% | +177.3% | -242.3% | -69.8% |
| 3Y | -43.9% | +56.0% | -99.9% | -52.8% |
| All | -43.9% | +62.4% | -106.3% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling