+644.5%
PEP vs FLUT
+1,685.4%
-1,040.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | +6.7% | +4.8% | +1.9% | +6.6% |
| 30D | +13.5% | +8.8% | +4.7% | +13.3% |
| 3M | +3.9% | -10.7% | +14.6% | +4.1% |
| 6M | -6.0% | -19.7% | +13.7% | -5.6% |
| YTD | +2.5% | -61.4% | +63.9% | +4.1% |
| 1Y | +3.9% | -61.6% | +65.6% | +5.6% |
| 3Y | -4.7% | -51.4% | +46.8% | -3.8% |
| 5Y | +1.1% | -51.0% | +52.1% | +1.4% |
| 10Y | +83.8% | -25.2% | +109.0% | +81.9% |
| All | +644.5% | +1,685.4% | -1,040.9% | +599.0% |
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