+763.1%
PM vs FLUT
+212.4%
+550.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -4.9% | -1.6% | -3.2% | -4.8% |
| 30D | -3.4% | +7.7% | -11.1% | -3.6% |
| 3M | +5.2% | -0.7% | +5.9% | +5.1% |
| 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% | +20.5% |
| 3Y | +116.9% | -44.9% | +161.9% | +118.8% |
| 5Y | +117.3% | -49.7% | +167.0% | +118.1% |
| 10Y | +193.8% | -9.7% | +203.5% | +188.2% |
| All | +763.1% | +212.4% | +550.7% | +736.7% |
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