-51.2%
FLUT vs PPL
+56.9%
-108.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.4% |
| 7D | +4.8% | +1.0% | +3.7% | +4.7% |
| 30D | +8.8% | +6.8% | +2.0% | +8.4% |
| 3M | -10.7% | +3.9% | -14.6% | -10.9% |
| 6M | -19.7% | -2.0% | -17.7% | -19.6% |
| YTD | -61.4% | +5.3% | -66.7% | -61.8% |
| 1Y | -61.6% | +2.2% | -63.8% | -61.8% |
| All | -51.2% | +56.9% | -108.1% | -54.2% |
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