+134.5%
PH vs FLUT
-45.9%
+180.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +4.3% | -0.7% | +5.0% | +4.5% |
| 30D | +0.1% | +9.3% | -9.1% | -1.6% |
| 3M | -9.4% | -17.5% | +8.1% | -6.6% |
| 6M | +8.8% | -14.6% | +23.4% | +9.7% |
| YTD | +9.6% | -62.3% | +71.9% | +38.4% |
| 1Y | +14.4% | -59.6% | +74.1% | +41.2% |
| 3Y | +134.5% | -45.3% | +179.8% | +178.9% |
| All | +134.5% | -45.9% | +180.4% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling