-63.2%
FLUT vs PSA
+28.0%
-91.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -3.3% |
| 7D | +4.2% | +10.5% | -6.4% | +0.5% |
| 30D | +8.0% | +21.7% | -13.7% | +1.0% |
| 3M | -22.1% | +6.1% | -28.1% | -24.3% |
| 6M | -21.7% | +18.3% | -40.0% | -25.0% |
| YTD | -62.0% | +36.1% | -98.0% | -65.7% |
| 1Y | -63.2% | +29.3% | -92.5% | -66.0% |
| All | -63.2% | +28.0% | -91.2% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling