-45.3%
FLUT vs PSA
+54.3%
-99.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -0.7% | -1.4% | +0.7% | -0.3% |
| 30D | +9.3% | +15.2% | -5.9% | +4.8% |
| 3M | -17.5% | +2.2% | -19.7% | -18.2% |
| 6M | -14.6% | +11.7% | -26.3% | -17.1% |
| YTD | -62.3% | +32.0% | -94.3% | -65.2% |
| 1Y | -59.6% | +26.3% | -85.9% | -62.3% |
| 3Y | -45.3% | +52.4% | -97.7% | -55.4% |
| All | -45.3% | +54.3% | -99.6% | -55.4% |
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