-49.5%
FLUT vs PNR
-21.7%
-27.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +0.4% | -6.0% | +6.5% | +3.2% |
| 30D | +2.5% | -14.0% | +16.5% | +9.4% |
| 3M | -9.2% | -21.7% | +12.5% | -0.4% |
| 6M | -8.2% | -37.3% | +29.0% | +11.1% |
| YTD | -53.2% | -45.1% | -8.1% | -39.8% |
| 1Y | -65.6% | -49.1% | -16.4% | -54.1% |
| 3Y | -43.6% | -14.8% | -28.7% | -41.3% |
| All | -49.5% | -21.7% | -27.8% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling