+5,291.0%
PH vs FLUT
+1,658.1%
+3,632.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.0% |
| 7D | +2.0% | -1.1% | +3.1% | +2.1% |
| 30D | -3.7% | +7.7% | -11.4% | -4.3% |
| 3M | -14.0% | -12.2% | -1.9% | -13.4% |
| 6M | +2.1% | -17.6% | +19.7% | +3.0% |
| YTD | +5.1% | -62.0% | +67.1% | +12.4% |
| 1Y | +10.9% | -62.3% | +73.2% | +18.6% |
| 3Y | +132.9% | -52.0% | +184.9% | +144.4% |
| 5Y | +200.1% | -51.8% | +251.8% | +210.4% |
| 10Y | +783.8% | -26.3% | +810.1% | +787.4% |
| All | +5,291.0% | +1,658.1% | +3,632.9% | +5,187.4% |
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