-9.3%
FLUT vs PBR
+697.0%
-706.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.9% |
| 7D | +0.4% | +5.4% | -4.9% | +0.3% |
| 30D | +2.5% | +22.9% | -20.3% | +1.9% |
| 3M | -9.2% | +19.6% | -28.9% | -9.8% |
| 6M | -8.2% | +16.5% | -24.7% | -8.8% |
| YTD | -53.2% | +86.7% | -139.9% | -54.3% |
| 1Y | -65.6% | +74.7% | -140.3% | -66.3% |
| 3Y | -43.6% | +102.6% | -146.1% | -45.1% |
| 5Y | -50.3% | +566.6% | -616.9% | -53.2% |
| All | -9.3% | +697.0% | -706.3% | -13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling