+81.4%
PEP vs FLUT
-9.2%
+90.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +0.1% | +3.8% | -3.7% | 0.0% |
| 30D | +0.7% | +6.3% | -5.6% | +0.5% |
| 3M | -0.5% | -4.0% | +3.5% | -0.5% |
| 6M | -11.3% | -10.3% | -1.0% | -11.2% |
| YTD | -0.6% | -53.2% | +52.6% | +0.5% |
| 1Y | +1.7% | -65.0% | +66.7% | +3.3% |
| 3Y | -12.5% | -43.9% | +31.4% | -12.0% |
| 5Y | +3.9% | -49.2% | +53.1% | +3.1% |
| All | +81.4% | -9.2% | +90.6% | +81.3% |
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