+2,054.3%
FLUT vs PPL
+548.1%
+1,506.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | +2.7% | -4.3% | -2.0% |
| 30D | +7.7% | +0.5% | +7.3% | +7.7% |
| 3M | -0.7% | +0.7% | -1.4% | -0.8% |
| 6M | -11.2% | -7.6% | -3.6% | -10.3% |
| YTD | -53.4% | +1.8% | -55.3% | -53.7% |
| 1Y | -65.8% | -0.8% | -65.0% | -65.8% |
| 3Y | -44.9% | +56.9% | -101.8% | -48.5% |
| 5Y | -49.7% | +39.5% | -89.2% | -52.3% |
| 10Y | -9.7% | +55.4% | -65.1% | -17.2% |
| All | +2,054.3% | +548.1% | +1,506.2% | +1,789.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling