-49.5%
FLUT vs PSLV
+154.2%
-203.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +0.4% | -3.5% | +3.9% | +0.6% |
| 30D | +2.5% | -2.1% | +4.7% | +2.6% |
| 3M | -9.2% | -1.6% | -7.6% | -9.1% |
| 6M | -8.2% | -25.5% | +17.3% | -6.5% |
| YTD | -53.2% | -11.4% | -41.8% | -54.7% |
| 1Y | -65.6% | +48.6% | -114.2% | -69.8% |
| 3Y | -43.6% | +166.9% | -210.4% | -57.0% |
| All | -49.5% | +154.2% | -203.7% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling