-51.2%
FLUT vs PBR
+558.3%
-609.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.8% |
| 7D | -3.6% | +4.2% | -7.8% | -3.8% |
| 30D | -0.3% | +22.7% | -23.1% | -1.4% |
| 3M | -12.6% | +21.5% | -34.1% | -13.6% |
| 6M | -8.0% | +24.0% | -32.0% | -9.4% |
| YTD | -54.1% | +88.2% | -142.4% | -56.3% |
| 1Y | -66.1% | +74.8% | -140.9% | -67.6% |
| 3Y | -45.0% | +105.1% | -150.2% | -48.1% |
| 5Y | -51.2% | +572.2% | -623.5% | -58.0% |
| All | -51.2% | +558.3% | -609.6% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling