-51.2%
FLUT vs PENG
+153.0%
-204.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -23.0% | +24.5% | +3.0% |
| 7D | +4.8% | -36.7% | +41.5% | +7.7% |
| 30D | +8.8% | -42.0% | +50.8% | +12.3% |
| 3M | -10.7% | -33.2% | +22.5% | -9.4% |
| 6M | -19.7% | +2.1% | -21.8% | -27.1% |
| YTD | -61.4% | +90.3% | -151.7% | -69.1% |
| 1Y | -61.6% | +67.7% | -129.3% | -68.6% |
| All | -51.2% | +153.0% | -204.2% | -69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling