+2,054.3%
FLUT vs PNC
+1,227.4%
+826.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | +7.7% | -3.8% | +11.6% | +8.0% |
| 3M | -0.7% | +9.0% | -9.7% | -1.2% |
| 6M | -11.2% | +16.6% | -27.8% | -12.0% |
| YTD | -53.4% | +20.4% | -73.9% | -53.9% |
| 1Y | -65.8% | +22.3% | -88.1% | -66.2% |
| 3Y | -44.9% | +124.5% | -169.5% | -46.9% |
| 5Y | -49.7% | +54.1% | -103.8% | -51.1% |
| 10Y | -9.7% | +276.3% | -286.0% | -12.0% |
| All | +2,054.3% | +1,227.4% | +826.9% | +2,035.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling