-67.2%
PL vs SUI
-1.8%
-65.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.2% | -11.5% | -2.9% |
| 7D | -11.7% | +10.0% | -21.8% | -5.9% |
| 30D | -27.1% | +8.4% | -35.5% | -23.2% |
| 3M | -44.6% | +0.7% | -45.2% | -44.4% |
| 6M | -67.2% | -0.9% | -66.2% | -66.6% |
| All | -67.2% | -1.8% | -65.3% | -66.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling