-43.9%
FLUT vs PSA
+24.4%
-68.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +3.8% | -0.4% | +4.2% | +3.9% |
| 30D | +6.3% | -8.2% | +14.5% | +9.1% |
| 3M | -4.0% | -2.1% | -1.9% | -3.1% |
| 6M | -10.3% | -0.2% | -10.1% | -10.3% |
| YTD | -53.2% | +18.5% | -71.7% | -55.7% |
| 1Y | -65.0% | +6.6% | -71.6% | -65.8% |
| 3Y | -43.9% | +24.5% | -68.4% | -52.2% |
| All | -43.9% | +24.4% | -68.3% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling