+792.3%
PH vs FLUT
-9.2%
+801.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.4% | +3.8% | -3.4% | -0.1% |
| 30D | -10.8% | +6.3% | -17.1% | -11.7% |
| 3M | +8.5% | -4.0% | +12.5% | +8.4% |
| 6M | +3.9% | -10.3% | +14.2% | +4.5% |
| YTD | +9.4% | -53.2% | +62.6% | +20.8% |
| 1Y | +26.8% | -65.0% | +91.8% | +45.8% |
| 3Y | +140.8% | -43.9% | +184.7% | +157.9% |
| 5Y | +253.8% | -49.2% | +303.0% | +268.1% |
| 10Y | +792.3% | -9.2% | +801.5% | +767.8% |
| All | +792.3% | -9.2% | +801.5% | +767.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling