-51.1%
FLUT vs PPL
+39.5%
-90.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | +2.7% | -4.3% | -2.2% |
| 30D | +7.7% | +0.5% | +7.3% | +7.6% |
| 3M | -0.7% | +0.7% | -1.4% | -0.9% |
| 6M | -11.2% | -7.6% | -3.6% | -9.7% |
| YTD | -53.4% | +1.8% | -55.3% | -54.0% |
| 1Y | -65.8% | -0.8% | -65.0% | -65.9% |
| 3Y | -44.9% | +56.9% | -101.8% | -53.2% |
| All | -51.1% | +39.5% | -90.6% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling