-20.6%
FLUT vs PENG
+597.2%
-617.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.4% | -13.9% | -2.2% |
| 7D | -1.1% | -19.4% | +18.4% | -0.2% |
| 30D | +7.7% | -42.4% | +50.1% | +10.7% |
| 3M | -12.2% | -25.6% | +13.5% | -11.6% |
| 6M | -17.6% | +7.3% | -24.9% | -20.8% |
| YTD | -62.0% | +113.9% | -175.9% | -65.7% |
| 1Y | -62.3% | +93.6% | -155.8% | -65.7% |
| 3Y | -52.0% | +170.2% | -222.2% | -57.9% |
| 5Y | -51.8% | +44.2% | -96.0% | -57.6% |
| All | -20.6% | +597.2% | -617.8% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling