+73.8%
PEP vs SUI
+110.1%
-36.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -1.4% | -2.8% | +1.4% | -0.4% |
| 30D | +0.2% | -1.2% | +1.4% | +0.6% |
| 3M | -1.1% | -1.7% | +0.6% | -0.6% |
| 6M | -13.5% | -10.5% | -3.0% | -10.4% |
| YTD | -1.2% | -1.8% | +0.7% | -0.8% |
| 1Y | -1.6% | -4.1% | +2.5% | -0.6% |
| 3Y | -12.5% | +11.3% | -23.8% | -17.6% |
| 5Y | +3.0% | -32.1% | +35.1% | +14.8% |
| All | +73.8% | +110.1% | -36.2% | +24.5% |
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