+3.3%
PEP vs FLUT
-49.8%
+53.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | +6.7% | +4.8% | +1.9% | +6.4% |
| 30D | +13.5% | +8.8% | +4.7% | +13.1% |
| 3M | +3.9% | -10.7% | +14.6% | +4.3% |
| 6M | -6.0% | -19.7% | +13.7% | -5.3% |
| YTD | +2.5% | -61.4% | +63.9% | +5.6% |
| 1Y | +3.9% | -61.6% | +65.6% | +7.0% |
| 3Y | -4.7% | -51.4% | +46.8% | -3.4% |
| All | +3.3% | -49.8% | +53.1% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling