-26.8%
FLUT vs PR
+86.0%
-112.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.1% |
| 7D | -0.7% | +6.0% | -6.7% | -1.0% |
| 30D | +9.3% | -4.2% | +13.4% | +9.4% |
| 3M | -17.5% | +10.0% | -27.4% | -18.0% |
| 6M | -14.6% | +15.6% | -30.2% | -15.4% |
| YTD | -62.3% | +68.2% | -130.5% | -63.5% |
| 1Y | -59.6% | +79.2% | -138.8% | -61.1% |
| 3Y | -45.3% | +94.9% | -140.2% | -47.7% |
| 5Y | -50.4% | +272.8% | -323.2% | -54.3% |
| All | -26.8% | +86.0% | -112.8% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling