-44.6%
FLUT vs PNC
+129.9%
-174.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.1% |
| 7D | -3.6% | -0.9% | -2.7% | -3.2% |
| 30D | -0.3% | -4.4% | +4.1% | +1.6% |
| 3M | -12.6% | +5.3% | -17.9% | -15.0% |
| 6M | -8.0% | +19.6% | -27.6% | -16.0% |
| YTD | -54.1% | +19.1% | -73.3% | -57.9% |
| 1Y | -66.1% | +24.3% | -90.4% | -69.6% |
| All | -44.6% | +129.9% | -174.5% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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