+618.0%
PEP vs FLUT
+2,054.3%
-1,436.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -1.4% | -1.6% | +0.2% | -1.4% |
| 30D | +0.2% | +7.7% | -7.5% | +0.1% |
| 3M | -1.1% | -0.7% | -0.4% | -1.1% |
| 6M | -13.5% | -11.2% | -2.3% | -13.4% |
| YTD | -1.2% | -53.4% | +52.3% | +0.1% |
| 1Y | -1.6% | -65.8% | +64.2% | +0.2% |
| 3Y | -12.5% | -44.9% | +32.4% | -12.0% |
| 5Y | +3.0% | -49.7% | +52.7% | +3.2% |
| 10Y | +73.9% | -9.7% | +83.6% | +71.5% |
| All | +618.0% | +2,054.3% | -1,436.2% | +571.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling