-49.8%
FLUT vs PPL
+47.4%
-97.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | +9.3% | +2.6% | +6.6% | +8.6% |
| 3M | -17.5% | +0.8% | -18.3% | -17.7% |
| 6M | -14.6% | +1.4% | -16.0% | -15.0% |
| YTD | -62.3% | +4.3% | -66.6% | -62.9% |
| 1Y | -59.6% | +0.8% | -60.4% | -60.0% |
| 3Y | -45.3% | +57.9% | -103.2% | -53.6% |
| All | -49.8% | +47.4% | -97.2% | -57.0% |
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 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