+79.1%
PEP vs FLUT
-10.4%
+89.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | -1.7% | -2.6% | +0.9% | -1.6% |
| 30D | +0.3% | +5.4% | -5.1% | +0.2% |
| 3M | -3.2% | -10.8% | +7.5% | -3.1% |
| 6M | -13.6% | -9.2% | -4.4% | -13.5% |
| YTD | -1.9% | -53.8% | +51.9% | -0.7% |
| 1Y | -0.6% | -66.0% | +65.4% | +1.1% |
| 3Y | -13.6% | -44.7% | +31.1% | -13.1% |
| 5Y | +3.2% | -50.6% | +53.8% | +2.5% |
| 10Y | +79.1% | -10.4% | +89.5% | +79.1% |
| All | +79.1% | -10.4% | +89.5% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FLUT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling