-50.6%
FLUT vs PNC
+51.0%
-101.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.0% |
| 7D | -2.6% | -0.7% | -1.9% | -2.3% |
| 30D | +5.4% | -4.4% | +9.8% | +7.4% |
| 3M | -10.8% | +4.5% | -15.3% | -12.8% |
| 6M | -9.2% | +19.1% | -28.3% | -16.7% |
| YTD | -53.8% | +18.0% | -71.8% | -57.4% |
| 1Y | -66.0% | +24.1% | -90.0% | -69.3% |
| 3Y | -44.7% | +130.0% | -174.7% | -62.9% |
| 5Y | -50.6% | +50.4% | -101.0% | -59.8% |
| All | -50.6% | +51.0% | -101.6% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling