-51.2%
FLUT vs PPG
-24.6%
-26.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.2% |
| 7D | -3.6% | -5.1% | +1.6% | -1.4% |
| 30D | -0.3% | -9.6% | +9.2% | +4.1% |
| 3M | -12.6% | -6.4% | -6.2% | -10.7% |
| 6M | -8.0% | +0.5% | -8.5% | -10.0% |
| YTD | -54.1% | +4.4% | -58.5% | -56.3% |
| 1Y | -66.1% | -0.9% | -65.2% | -67.0% |
| 3Y | -45.0% | -17.0% | -28.1% | -42.5% |
| 5Y | -51.2% | -23.7% | -27.6% | -49.1% |
| All | -51.2% | -24.6% | -26.7% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling