+41.7%
FLUT vs PBF
+303.9%
-262.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -1.6% | +4.3% | -5.9% | -1.7% |
| 30D | +7.7% | +22.0% | -14.2% | +7.2% |
| 3M | -0.7% | +74.5% | -75.2% | -2.3% |
| 6M | -11.2% | +67.7% | -78.8% | -12.6% |
| YTD | -53.4% | +179.2% | -232.6% | -54.9% |
| 1Y | -65.8% | +170.0% | -235.8% | -66.8% |
| 3Y | -44.9% | +66.4% | -111.3% | -46.7% |
| 5Y | -49.7% | +764.5% | -814.2% | -51.1% |
| 10Y | -9.7% | +358.5% | -368.2% | -9.8% |
| All | +41.7% | +303.9% | -262.2% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling