+150.0%
PM vs FLUT
-45.9%
+195.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | -3.2% | +9.3% | -12.5% | -3.3% |
| 3M | +6.2% | -17.5% | +23.7% | +6.4% |
| 6M | +7.7% | -14.6% | +22.3% | +8.1% |
| YTD | +27.3% | -62.3% | +89.5% | +29.1% |
| 1Y | +32.8% | -59.6% | +92.4% | +34.4% |
| 3Y | +150.0% | -45.3% | +195.3% | +154.8% |
| All | +150.0% | -45.9% | +195.9% | +154.8% |
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