+1.1%
PEP vs SUI
-25.7%
+26.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +6.7% | +8.8% | -2.1% | +4.3% |
| 30D | +13.5% | +8.9% | +4.6% | +10.9% |
| 3M | +3.9% | +2.0% | +1.9% | +3.2% |
| 6M | -6.0% | -0.6% | -5.3% | -6.0% |
| YTD | +2.5% | +1.3% | +1.1% | +1.8% |
| 1Y | +3.9% | +1.3% | +2.7% | +3.2% |
| 3Y | -4.7% | +16.3% | -20.9% | -9.4% |
| 5Y | +1.1% | -25.1% | +26.2% | +8.2% |
| All | +1.1% | -25.7% | +26.8% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling