-44.6%
FLUT vs PSLV
+165.1%
-209.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.7% |
| 7D | -3.6% | -4.9% | +1.3% | -3.6% |
| 30D | -0.3% | -1.9% | +1.5% | -0.4% |
| 3M | -12.6% | +4.2% | -16.8% | -12.5% |
| 6M | -8.0% | -27.6% | +19.6% | -7.2% |
| YTD | -54.1% | -11.7% | -42.4% | -55.2% |
| 1Y | -66.1% | +49.3% | -115.4% | -68.8% |
| All | -44.6% | +165.1% | -209.7% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling