+91.3%
PEP vs FLUT
-26.1%
+117.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +3.0% | -1.1% |
| 7D | -0.3% | -1.2% | +0.9% | -0.3% |
| 30D | +11.8% | +5.0% | +6.7% | +11.6% |
| 3M | +3.7% | -16.4% | +20.1% | +4.0% |
| 6M | -4.3% | -14.6% | +10.3% | -4.0% |
| YTD | +2.1% | -61.9% | +64.0% | +3.8% |
| 1Y | +2.5% | -65.0% | +67.6% | +4.3% |
| 3Y | -5.0% | -44.8% | +39.8% | -4.4% |
| 5Y | +2.9% | -49.9% | +52.8% | +2.6% |
| All | +91.3% | -26.1% | +117.3% | +92.8% |
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