-21.5%
PFE vs FLUT
-50.5%
+29.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | -3.7% | -1.1% | -2.6% | -3.7% |
| 30D | +5.0% | +7.7% | -2.7% | +4.6% |
| 3M | +12.2% | -12.2% | +24.3% | +12.7% |
| 6M | +14.6% | -17.6% | +32.1% | +15.2% |
| YTD | +24.1% | -62.0% | +86.1% | +29.3% |
| 1Y | +26.6% | -62.3% | +88.8% | +31.8% |
| 3Y | +14.3% | -52.0% | +66.3% | +16.9% |
| All | -21.5% | -50.5% | +29.1% | -25.4% |
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