+4.9%
PEP vs FLUT
-61.8%
+66.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | +6.7% | +4.8% | +1.9% | +6.3% |
| 30D | +13.5% | +8.8% | +4.7% | +12.8% |
| 3M | +3.9% | -10.7% | +14.6% | +4.4% |
| 6M | -6.0% | -19.7% | +13.7% | -5.3% |
| YTD | +2.5% | -61.4% | +63.9% | +0.8% |
| All | +4.9% | -61.8% | +66.7% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling