+2,054.3%
FLUT vs PNR
+640.1%
+1,414.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | -2.4% | +0.7% | -1.3% |
| 30D | +7.7% | -12.8% | +20.5% | +10.0% |
| 3M | -0.7% | -17.0% | +16.3% | +1.7% |
| 6M | -11.2% | -37.4% | +26.3% | -5.1% |
| YTD | -53.4% | -41.6% | -11.8% | -49.8% |
| 1Y | -65.8% | -44.6% | -21.1% | -62.8% |
| 3Y | -44.9% | -12.1% | -32.8% | -43.7% |
| 5Y | -49.7% | -17.4% | -32.3% | -49.0% |
| 10Y | -9.7% | +64.0% | -73.7% | -14.4% |
| All | +2,054.3% | +640.1% | +1,414.1% | +1,764.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling