+29.7%
PM vs FLUT
-62.9%
+92.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +1.1% |
| 7D | -7.1% | +4.5% | -11.6% | -7.1% |
| 30D | -2.8% | +9.2% | -12.0% | -2.8% |
| 3M | +6.3% | -13.7% | +20.0% | +6.4% |
| 6M | +9.6% | -9.0% | +18.7% | +10.8% |
| YTD | +25.6% | -60.2% | +85.8% | +28.5% |
| 1Y | +29.7% | -63.1% | +92.8% | +33.2% |
| All | +29.7% | -62.9% | +92.5% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling