-21.9%
PINS vs FLUT
-3.8%
-18.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -6.2% | -6.5% | +0.3% | -4.3% |
| 30D | -10.9% | +2.8% | -13.7% | -11.8% |
| 3M | -19.5% | -13.5% | -6.1% | -16.6% |
| 6M | -10.4% | -19.0% | +8.6% | -5.4% |
| YTD | -26.4% | -61.9% | +35.5% | -3.9% |
| 1Y | -29.6% | -63.2% | +33.6% | -7.6% |
| 3Y | -39.0% | -46.0% | +7.0% | -28.3% |
| 5Y | -59.1% | -51.8% | -7.4% | -53.9% |
| All | -21.9% | -3.8% | -18.1% | -9.9% |
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 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