+1,548.4%
PFE vs SUI
+4,037.5%
-2,489.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.8% | -2.8% | +4.6% | +2.5% |
| 30D | +10.2% | -1.2% | +11.4% | +10.5% |
| 3M | +12.7% | -1.7% | +14.4% | +13.1% |
| 6M | +10.5% | -10.5% | +21.0% | +13.6% |
| YTD | +20.2% | -1.8% | +22.0% | +20.5% |
| 1Y | +24.1% | -4.1% | +28.1% | +25.2% |
| 3Y | -3.6% | +11.3% | -14.8% | -7.4% |
| 5Y | -20.9% | -32.1% | +11.2% | -15.1% |
| 10Y | +35.8% | +110.4% | -74.6% | +4.9% |
| All | +1,548.4% | +4,037.5% | -2,489.1% | +591.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling