+268.2%
PM vs FLUT
-26.1%
+294.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.3% |
| 7D | -2.4% | -1.2% | -1.2% | -2.4% |
| 30D | -1.3% | +5.0% | -6.3% | -1.5% |
| 3M | +6.5% | -16.4% | +23.0% | +7.0% |
| 6M | +7.0% | -14.6% | +21.6% | +7.3% |
| YTD | +25.8% | -61.9% | +87.7% | +28.9% |
| 1Y | +30.9% | -65.0% | +95.9% | +34.4% |
| 3Y | +148.0% | -44.8% | +192.8% | +149.9% |
| 5Y | +161.2% | -49.9% | +211.1% | +161.6% |
| All | +268.2% | -26.1% | +294.3% | +264.3% |
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 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