-49.2%
FLUT vs PBF
+735.5%
-784.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 3M | -4.0% | +81.9% | -85.9% | -9.7% |
| 6M | -10.3% | +79.4% | -89.7% | -16.0% |
| YTD | -53.2% | +188.3% | -241.5% | -58.5% |
| 1Y | -65.0% | +177.3% | -242.3% | -69.0% |
| 3Y | -43.9% | +56.0% | -99.9% | -49.4% |
| 5Y | -49.2% | +804.0% | -853.3% | -58.6% |
| All | -49.2% | +735.5% | -784.7% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling