+30.3%
PG vs SUI
-27.1%
+57.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +0.2% | -2.4% | +2.7% | +0.8% |
| 30D | +10.2% | +3.3% | +6.8% | +9.2% |
| 3M | +16.2% | +0.7% | +15.6% | +15.9% |
| 6M | +18.6% | -4.1% | +22.7% | +19.6% |
| YTD | +20.4% | -1.8% | +22.2% | +20.7% |
| 1Y | +16.2% | -4.1% | +20.2% | +17.0% |
| 3Y | +19.9% | +17.4% | +2.5% | +13.7% |
| 5Y | +30.3% | -27.0% | +57.3% | +39.2% |
| All | +30.3% | -27.1% | +57.4% | +39.2% |
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