-22.3%
PINS vs FLUT
-4.2%
-18.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.7% |
| 7D | -2.1% | -1.1% | -1.0% | -1.8% |
| 30D | -6.6% | +7.7% | -14.4% | -9.0% |
| 3M | -18.7% | -12.2% | -6.6% | -16.1% |
| 6M | -10.4% | -17.6% | +7.2% | -5.9% |
| YTD | -26.8% | -62.0% | +35.2% | -4.3% |
| 1Y | -27.9% | -62.3% | +34.4% | -5.9% |
| 3Y | -38.7% | -52.0% | +13.3% | -25.9% |
| 5Y | -59.0% | -51.8% | -7.2% | -53.7% |
| All | -22.3% | -4.2% | -18.1% | -10.2% |
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 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