+1,025.0%
PLD vs FLUT
+2,054.3%
-1,029.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.6% |
| 7D | -2.4% | -1.6% | -0.7% | -2.3% |
| 30D | -2.4% | +7.7% | -10.2% | -2.9% |
| 3M | -3.8% | -0.7% | -3.1% | -4.0% |
| 6M | 0.0% | -11.2% | +11.2% | +0.4% |
| YTD | +9.2% | -53.4% | +62.7% | +13.4% |
| 1Y | +25.9% | -65.8% | +91.7% | +32.8% |
| 3Y | +21.3% | -44.9% | +66.2% | +24.1% |
| 5Y | +14.1% | -49.7% | +63.8% | +15.8% |
| 10Y | +237.9% | -9.7% | +247.6% | +233.6% |
| All | +1,025.0% | +2,054.3% | -1,029.3% | +908.3% |
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