+21.0%
FLUT vs PBF
+278.8%
-257.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | +3.5% |
| 7D | +4.5% | -4.0% | +8.5% | +4.6% |
| 30D | +9.2% | -18.0% | +27.2% | +9.7% |
| 3M | -13.7% | +0.9% | -14.6% | -13.8% |
| 6M | -9.0% | +65.7% | -74.7% | -10.4% |
| YTD | -60.2% | +161.9% | -222.1% | -61.4% |
| 1Y | -63.1% | +77.8% | -140.9% | -63.9% |
| 3Y | -42.5% | +74.9% | -117.3% | -44.3% |
| 5Y | -47.6% | +423.4% | -470.9% | -49.1% |
| 10Y | -22.9% | +255.2% | -278.1% | -22.5% |
| All | +21.0% | +278.8% | -257.9% | +23.3% |
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