-81.0%
PYPL vs FLUT
-50.4%
-30.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.9% | -2.4% |
| 7D | +2.7% | -1.6% | +4.3% | +3.2% |
| 30D | -4.9% | +7.7% | -12.6% | -7.4% |
| 3M | +28.9% | -0.7% | +29.6% | +27.8% |
| 6M | +18.2% | -11.2% | +29.4% | +20.6% |
| YTD | -5.0% | -53.4% | +48.4% | +16.6% |
| 1Y | -18.8% | -65.8% | +46.9% | +8.5% |
| 3Y | -12.6% | -44.9% | +32.4% | -2.0% |
| All | -81.0% | -50.4% | -30.7% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling