+526.9%
PG vs FLUT
+2,067.0%
-1,540.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -0.4% | +3.8% | -4.2% | -0.5% |
| 30D | -0.1% | +6.3% | -6.4% | -0.2% |
| 3M | +1.1% | -4.0% | +5.1% | +1.1% |
| 6M | -3.8% | -10.3% | +6.5% | -3.7% |
| YTD | +3.8% | -53.2% | +57.0% | +4.8% |
| 1Y | -5.8% | -65.0% | +59.3% | -4.5% |
| 3Y | +3.0% | -43.9% | +46.9% | +3.4% |
| 5Y | +14.5% | -49.2% | +63.7% | +14.5% |
| 10Y | +117.8% | -9.2% | +126.9% | +115.3% |
| All | +526.9% | +2,067.0% | -1,540.1% | +513.8% |
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