-16.4%
PINS vs FLUT
+17.4%
-33.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.5% |
| 7D | -12.0% | -1.6% | -10.4% | -11.6% |
| 30D | -12.7% | +7.7% | -20.4% | -14.9% |
| 3M | -5.5% | -0.7% | -4.8% | -5.7% |
| 6M | +5.3% | -11.2% | +16.4% | +8.3% |
| YTD | -21.2% | -53.4% | +32.2% | -2.6% |
| 1Y | -45.0% | -65.8% | +20.7% | -26.5% |
| 3Y | -26.2% | -44.9% | +18.7% | -14.4% |
| 5Y | -64.0% | -49.7% | -14.3% | -60.8% |
| All | -16.4% | +17.4% | -33.8% | -8.7% |
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