+1,663.9%
FLUT vs PSA
+2,400.7%
-736.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.1% |
| 7D | -1.2% | -2.1% | +0.9% | -1.1% |
| 30D | +5.0% | +15.6% | -10.6% | +4.2% |
| 3M | -16.4% | +4.1% | -20.5% | -16.6% |
| 6M | -14.6% | +9.2% | -23.8% | -15.0% |
| YTD | -61.9% | +32.3% | -94.2% | -62.5% |
| 1Y | -65.0% | +26.2% | -91.2% | -65.5% |
| 3Y | -44.8% | +53.7% | -98.5% | -46.0% |
| 5Y | -49.9% | +26.6% | -76.5% | -50.7% |
| 10Y | -26.1% | +132.8% | -158.9% | -28.4% |
| All | +1,663.9% | +2,400.7% | -736.8% | +1,607.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling