+2,067.0%
FLUT vs PPG
+750.2%
+1,316.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.0% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +6.3% | -7.8% | +14.1% | +7.8% |
| 3M | -4.0% | -2.2% | -1.9% | -3.9% |
| 6M | -10.3% | +4.1% | -14.4% | -11.4% |
| YTD | -53.2% | +9.1% | -62.2% | -54.2% |
| 1Y | -65.0% | +1.0% | -66.0% | -65.4% |
| 3Y | -43.9% | -13.3% | -30.6% | -43.2% |
| 5Y | -49.2% | -19.2% | -30.0% | -48.5% |
| 10Y | -9.2% | +25.9% | -35.1% | -13.4% |
| All | +2,067.0% | +750.2% | +1,316.8% | +1,566.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling