-51.1%
FLUT vs PENG
+115.2%
-166.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.6% | -3.0% |
| 7D | -1.6% | +4.5% | -6.2% | -2.3% |
| 30D | +7.7% | -7.1% | +14.9% | +8.5% |
| 3M | -0.7% | -27.3% | +26.5% | +1.1% |
| 6M | -11.2% | +169.6% | -180.7% | -29.9% |
| YTD | -53.4% | +164.6% | -218.1% | -63.3% |
| 1Y | -65.8% | +109.5% | -175.2% | -72.1% |
| 3Y | -44.9% | +98.9% | -143.9% | -58.1% |
| All | -51.1% | +115.2% | -166.3% | -64.2% |
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 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