+116.1%
PG vs SU
+267.2%
-151.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.6% |
| 7D | -0.8% | +2.2% | -3.0% | -0.9% |
| 30D | +0.8% | +8.4% | -7.6% | +0.4% |
| 3M | -1.3% | +12.1% | -13.4% | -2.1% |
| 6M | -3.8% | +19.7% | -23.5% | -5.1% |
| YTD | +3.6% | +58.4% | -54.8% | +0.3% |
| 1Y | -5.7% | +67.2% | -73.0% | -9.2% |
| 3Y | +1.6% | +125.0% | -123.4% | -4.8% |
| 5Y | +14.6% | +355.1% | -340.5% | +0.1% |
| All | +116.1% | +267.2% | -151.1% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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