+843.8%
PM vs FLUT
+155.0%
+688.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.8% |
| 7D | -5.2% | -1.1% | -4.1% | -5.2% |
| 30D | +2.7% | +7.7% | -5.0% | +2.5% |
| 3M | +6.1% | -12.2% | +18.3% | +6.4% |
| 6M | +18.0% | -17.6% | +35.6% | +18.4% |
| YTD | +26.6% | -62.0% | +88.6% | +29.5% |
| 1Y | +36.7% | -62.3% | +98.9% | +39.8% |
| 3Y | +146.0% | -52.0% | +198.0% | +148.9% |
| 5Y | +164.1% | -51.8% | +215.9% | +165.4% |
| 10Y | +238.8% | -26.3% | +265.1% | +234.0% |
| All | +843.8% | +155.0% | +688.8% | +819.1% |
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