-63.2%
FLUT vs PENG
+120.5%
-183.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.1% | +6.8% | -2.3% |
| 7D | +4.2% | -20.5% | +24.6% | +4.6% |
| 30D | +8.0% | -20.4% | +28.4% | +8.4% |
| 3M | -22.1% | -16.4% | -5.7% | -21.9% |
| 6M | -21.7% | +49.2% | -70.9% | -35.1% |
| YTD | -62.0% | +147.2% | -209.2% | -73.7% |
| 1Y | -63.2% | +124.7% | -187.8% | -73.4% |
| All | -63.2% | +120.5% | -183.6% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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