+187.5%
PFE vs FLUT
+1,658.1%
-1,470.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 3M | +12.2% | -12.2% | +24.3% | +12.4% |
| 6M | +14.6% | -17.6% | +32.1% | +14.8% |
| YTD | +24.1% | -62.0% | +86.1% | +25.8% |
| 1Y | +26.6% | -62.3% | +88.8% | +28.3% |
| 3Y | +14.3% | -52.0% | +66.3% | +15.3% |
| 5Y | -21.9% | -51.8% | +29.9% | -21.5% |
| 10Y | +62.6% | -26.3% | +89.0% | +62.8% |
| All | +187.5% | +1,658.1% | -1,470.6% | +178.1% |
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