+190.9%
FLUT vs PSLV
+115.4%
+75.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +3.8% | +2.7% | +1.1% | +3.7% |
| 30D | +6.3% | +3.5% | +2.8% | +6.1% |
| 3M | -4.0% | +0.3% | -4.3% | -4.2% |
| 6M | -10.3% | -21.0% | +10.7% | -9.4% |
| YTD | -53.2% | -8.9% | -44.2% | -53.7% |
| 1Y | -65.0% | +54.0% | -119.0% | -66.9% |
| 3Y | -43.9% | +175.4% | -219.3% | -49.4% |
| 5Y | -49.2% | +157.7% | -206.9% | -54.3% |
| 10Y | -9.2% | +184.9% | -194.1% | -18.9% |
| All | +190.9% | +115.4% | +75.5% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling