-49.8%
FLUT vs PENG
+56.5%
-106.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.4% | -0.4% |
| 7D | -0.7% | +13.2% | -13.9% | -2.1% |
| 30D | +9.3% | -29.9% | +39.2% | +12.5% |
| 3M | -17.5% | -22.2% | +4.7% | -16.8% |
| 6M | -14.6% | -1.9% | -12.7% | -20.3% |
| YTD | -62.3% | +142.1% | -204.4% | -70.7% |
| 1Y | -59.6% | +151.5% | -211.2% | -69.0% |
| 3Y | -45.3% | +206.9% | -252.2% | -62.0% |
| All | -49.8% | +56.5% | -106.3% | -66.3% |
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