+119.6%
PM vs FLUT
-44.8%
+164.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -4.9% | -1.6% | -3.2% | -4.9% |
| 30D | -3.4% | +7.7% | -11.1% | -3.5% |
| 3M | +5.2% | -0.7% | +5.9% | +5.2% |
| 6M | +3.7% | -11.2% | +14.9% | +3.9% |
| YTD | +15.8% | -53.4% | +69.2% | +17.9% |
| 1Y | +17.4% | -65.8% | +83.1% | +20.4% |
| All | +119.6% | -44.8% | +164.4% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling