+2,067.0%
FLUT vs PBR
+3,487.3%
-1,420.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.5% |
| 7D | +3.8% | +2.5% | +1.4% | +3.7% |
| 30D | +6.3% | +19.4% | -13.1% | +5.6% |
| 3M | -4.0% | +20.8% | -24.8% | -4.7% |
| 6M | -10.3% | +23.5% | -33.8% | -11.1% |
| YTD | -53.2% | +83.4% | -136.6% | -54.2% |
| 1Y | -65.0% | +77.6% | -142.6% | -65.8% |
| 3Y | -43.9% | +99.9% | -143.8% | -45.5% |
| 5Y | -49.2% | +567.7% | -617.0% | -52.8% |
| 10Y | -9.2% | +621.5% | -630.7% | -17.3% |
| All | +2,067.0% | +3,487.3% | -1,420.3% | +1,786.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling