-9.3%
FLUT vs PSLV
+190.6%
-199.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +0.4% | -3.5% | +3.9% | +0.7% |
| 30D | +2.5% | -2.1% | +4.7% | +2.6% |
| 3M | -9.2% | -1.6% | -7.6% | -9.2% |
| 6M | -8.2% | -25.5% | +17.3% | -6.5% |
| YTD | -53.2% | -11.4% | -41.8% | -54.2% |
| 1Y | -65.6% | +48.6% | -114.2% | -68.7% |
| 3Y | -43.6% | +166.9% | -210.4% | -53.2% |
| 5Y | -50.3% | +152.4% | -202.7% | -59.0% |
| All | -9.3% | +190.6% | -199.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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