+90.1%
PEP vs SUI
+120.9%
-30.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +1.1% | -2.4% | +3.5% | +1.9% |
| 30D | +13.6% | +3.3% | +10.3% | +12.3% |
| 3M | +5.1% | +0.7% | +4.4% | +4.7% |
| 6M | -1.6% | -4.1% | +2.5% | -0.4% |
| YTD | +3.3% | -1.8% | +5.2% | +3.6% |
| 1Y | +3.2% | -4.1% | +7.3% | +4.2% |
| 3Y | -3.9% | +17.4% | -21.3% | -11.1% |
| 5Y | +4.0% | -27.0% | +31.1% | +12.6% |
| 10Y | +90.1% | +121.2% | -31.1% | +38.4% |
| All | +90.1% | +120.9% | -30.7% | +38.4% |
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