-39.5%
FLUT vs PR
+147.8%
-187.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.9% | +6.3% | +1.7% |
| 7D | +4.8% | -16.5% | +21.3% | +5.7% |
| 30D | +8.8% | -4.5% | +13.3% | +9.0% |
| 3M | -10.7% | +8.5% | -19.2% | -11.2% |
| 6M | -19.7% | -3.3% | -16.4% | -19.7% |
| YTD | -61.4% | +55.7% | -117.1% | -62.5% |
| 1Y | -61.6% | +82.0% | -143.7% | -63.0% |
| 3Y | -51.4% | +62.5% | -113.9% | -53.1% |
| 5Y | -51.0% | +223.9% | -274.9% | -54.5% |
| 10Y | -25.2% | +64.2% | -89.4% | -33.2% |
| All | -39.5% | +147.8% | -187.3% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling