+167.5%
PEG vs SUI
+123.0%
+44.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +4.5% | -1.5% | +6.0% | +5.1% |
| 30D | +7.5% | +3.7% | +3.8% | +5.7% |
| 3M | +0.8% | -0.4% | +1.2% | +0.6% |
| 6M | 0.0% | -2.8% | +2.8% | +0.6% |
| YTD | -3.0% | -1.6% | -1.4% | -3.2% |
| 1Y | -4.7% | -2.1% | -2.7% | -4.7% |
| 3Y | +36.5% | +18.5% | +18.0% | +21.7% |
| 5Y | +44.4% | -26.5% | +70.9% | +58.3% |
| All | +167.5% | +123.0% | +44.5% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling