-63.2%
FLUT vs PBR
+74.7%
-137.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.6% | -2.9% |
| 7D | +4.2% | -11.0% | +15.1% | +3.1% |
| 30D | +8.0% | -18.8% | +26.8% | +6.2% |
| 3M | -22.1% | +7.8% | -29.9% | -20.9% |
| 6M | -21.7% | -7.6% | -14.1% | -22.3% |
| YTD | -62.0% | +72.7% | -134.6% | -60.7% |
| 1Y | -63.2% | +72.9% | -136.1% | -61.9% |
| All | -63.2% | +74.7% | -137.9% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling