+1,631.2%
PFE vs SUI
+4,171.7%
-2,540.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.6% | -3.1% |
| 7D | -0.2% | +8.8% | -9.0% | -2.4% |
| 30D | +8.7% | +8.9% | -0.3% | +6.2% |
| 3M | +15.8% | +2.0% | +13.7% | +15.0% |
| 6M | +16.8% | -0.6% | +17.5% | +16.8% |
| YTD | +26.2% | +1.3% | +24.8% | +25.4% |
| 1Y | +29.9% | +1.3% | +28.7% | +29.1% |
| 3Y | +15.9% | +16.3% | -0.4% | +10.1% |
| 5Y | -20.6% | -25.1% | +4.4% | -17.0% |
| 10Y | +65.4% | +121.1% | -55.7% | +26.0% |
| All | +1,631.2% | +4,171.7% | -2,540.5% | +619.3% |
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