-52.0%
FLUT vs PPL
+56.0%
-108.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.5% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | +7.7% | +5.4% | +2.3% | +7.4% |
| 3M | -12.2% | +4.3% | -16.4% | -12.4% |
| 6M | -17.6% | -1.3% | -16.2% | -17.5% |
| YTD | -62.0% | +4.7% | -66.7% | -62.3% |
| 1Y | -62.3% | +1.3% | -63.5% | -62.4% |
| 3Y | -52.0% | +57.2% | -109.2% | -54.9% |
| All | -52.0% | +56.0% | -108.0% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling