+1,685.4%
FLUT vs PPL
+570.1%
+1,115.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.3% |
| 7D | +4.8% | +1.0% | +3.7% | +4.6% |
| 30D | +8.8% | +6.8% | +2.0% | +7.9% |
| 3M | -10.7% | +3.9% | -14.6% | -11.2% |
| 6M | -19.7% | -2.0% | -17.7% | -19.5% |
| YTD | -61.4% | +5.3% | -66.7% | -61.8% |
| 1Y | -61.6% | +2.2% | -63.8% | -61.8% |
| 3Y | -51.4% | +56.7% | -108.1% | -54.5% |
| 5Y | -51.0% | +49.1% | -100.1% | -53.9% |
| 10Y | -25.2% | +63.6% | -88.8% | -31.8% |
| All | +1,685.4% | +570.1% | +1,115.4% | +1,459.2% |
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 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