-26.8%
FLUT vs PPL
+67.2%
-94.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | +9.3% | +2.6% | +6.6% | +8.8% |
| 3M | -17.5% | +0.8% | -18.3% | -17.6% |
| 6M | -14.6% | +1.4% | -16.0% | -14.9% |
| YTD | -62.3% | +4.3% | -66.6% | -62.7% |
| 1Y | -59.6% | +0.8% | -60.4% | -59.8% |
| 3Y | -45.3% | +57.9% | -103.2% | -49.9% |
| 5Y | -50.4% | +48.3% | -98.7% | -54.2% |
| All | -26.8% | +67.2% | -94.0% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling