+95.5%
PEP vs SUI
+123.0%
-27.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | +2.9% | -1.5% | +4.4% | +3.4% |
| 30D | +12.5% | +3.7% | +8.8% | +11.1% |
| 3M | +4.5% | -0.4% | +4.9% | +4.5% |
| 6M | -0.5% | -2.8% | +2.3% | +0.3% |
| YTD | +4.4% | -1.6% | +6.0% | +4.6% |
| 1Y | +4.4% | -2.1% | +6.4% | +4.6% |
| 3Y | -3.4% | +18.5% | -21.9% | -10.9% |
| 5Y | +5.2% | -26.5% | +31.7% | +13.5% |
| All | +95.5% | +123.0% | -27.5% | +42.3% |
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