+961.4%
PLD vs FLUT
+1,685.4%
-724.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.6% | -2.2% |
| 7D | +0.4% | +4.8% | -4.4% | +0.1% |
| 30D | -0.1% | +8.8% | -8.9% | -0.6% |
| 3M | -7.9% | -10.7% | +2.7% | -7.5% |
| 6M | -7.0% | -19.7% | +12.7% | -6.2% |
| YTD | +3.1% | -61.4% | +64.5% | +8.0% |
| 1Y | +7.1% | -61.6% | +68.7% | +12.1% |
| 3Y | +32.9% | -51.4% | +84.3% | +36.9% |
| 5Y | +1.5% | -51.0% | +52.6% | +3.5% |
| 10Y | +245.9% | -25.2% | +271.1% | +244.7% |
| All | +961.4% | +1,685.4% | -724.1% | +860.1% |
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