-43.6%
FLUT vs PPG
-17.4%
-26.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +0.4% | -6.2% | +6.7% | +2.7% |
| 30D | +2.5% | -7.9% | +10.5% | +5.6% |
| 3M | -9.2% | -10.2% | +1.0% | -6.2% |
| 6M | -8.2% | +2.7% | -10.9% | -10.9% |
| YTD | -53.2% | +4.9% | -58.1% | -55.5% |
| 1Y | -65.6% | -3.2% | -62.4% | -66.0% |
| 3Y | -43.6% | -17.0% | -26.6% | -44.4% |
| All | -43.6% | -17.4% | -26.2% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling