-51.8%
FLUT vs PENG
+56.2%
-108.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.3% | -8.9% | -0.6% |
| 7D | -6.5% | -3.8% | -2.7% | -6.7% |
| 30D | +2.8% | -40.1% | +42.9% | +7.9% |
| 3M | -13.5% | -21.8% | +8.3% | -12.9% |
| 6M | -19.0% | +3.3% | -22.3% | -25.2% |
| YTD | -61.9% | +133.6% | -195.5% | -70.2% |
| 1Y | -63.2% | +110.7% | -173.9% | -70.8% |
| 3Y | -46.0% | +204.3% | -250.3% | -62.5% |
| 5Y | -51.8% | +54.4% | -106.1% | -66.6% |
| All | -51.8% | +56.2% | -108.0% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling