-63.2%
FLUT vs PNR
-31.2%
-32.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -3.3% |
| 7D | +4.2% | +11.9% | -7.7% | +1.0% |
| 30D | +8.0% | +37.1% | -29.1% | -1.3% |
| 3M | -22.1% | +5.7% | -27.8% | -23.4% |
| 6M | -21.7% | -5.7% | -16.0% | -21.1% |
| YTD | -62.0% | -29.8% | -32.2% | -56.4% |
| 1Y | -63.2% | -31.8% | -31.4% | -56.1% |
| All | -63.2% | -31.2% | -32.0% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling