+196.7%
PH vs FLUT
-50.5%
+247.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.1% |
| 7D | +2.0% | -1.1% | +3.1% | +2.1% |
| 30D | -3.7% | +7.7% | -11.4% | -5.3% |
| 3M | -14.0% | -12.2% | -1.9% | -12.6% |
| 6M | +2.1% | -17.6% | +19.7% | +4.0% |
| YTD | +5.1% | -62.0% | +67.1% | +26.6% |
| 1Y | +10.9% | -62.3% | +73.2% | +33.4% |
| 3Y | +132.9% | -52.0% | +184.9% | +163.9% |
| All | +196.7% | -50.5% | +247.2% | +216.2% |
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