-43.6%
FLUT vs PBR
+99.7%
-143.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +0.4% | +5.4% | -4.9% | +0.1% |
| 30D | +2.5% | +22.9% | -20.3% | +1.3% |
| 3M | -9.2% | +19.6% | -28.9% | -10.3% |
| 6M | -8.2% | +16.5% | -24.7% | -9.5% |
| YTD | -53.2% | +86.7% | -139.9% | -56.6% |
| 1Y | -65.6% | +74.7% | -140.3% | -67.8% |
| 3Y | -43.6% | +102.6% | -146.1% | -48.5% |
| All | -43.6% | +99.7% | -143.3% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling