-25.6%
FLUT vs PSA
+133.5%
-159.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -1.5% | +0.8% | -2.2% | -1.6% |
| 30D | +3.4% | +15.9% | -12.5% | +1.1% |
| 3M | -12.5% | +4.2% | -16.7% | -13.1% |
| 6M | -18.5% | +10.1% | -28.6% | -19.6% |
| YTD | -61.6% | +33.3% | -95.0% | -63.3% |
| 1Y | -64.1% | +28.2% | -92.3% | -65.4% |
| 3Y | -44.5% | +54.9% | -99.3% | -47.8% |
| 5Y | -51.3% | +28.3% | -79.6% | -53.8% |
| All | -25.6% | +133.5% | -159.0% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling