+80.3%
PEP vs FLUT
-26.1%
+106.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +1.0% | -6.5% | +7.5% | +1.2% |
| 30D | +12.6% | +2.8% | +9.9% | +12.5% |
| 3M | +3.1% | -13.5% | +16.6% | +3.5% |
| 6M | -6.3% | -19.0% | +12.7% | -5.9% |
| YTD | +1.9% | -61.9% | +63.7% | +3.5% |
| 1Y | +3.3% | -63.2% | +66.5% | +4.9% |
| 3Y | -4.8% | -46.0% | +41.2% | -4.2% |
| 5Y | +2.0% | -51.8% | +53.8% | +1.8% |
| 10Y | +80.3% | -26.1% | +106.4% | +80.8% |
| All | +80.3% | -26.1% | +106.4% | +80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling