+210.9%
PM vs SU
+267.2%
-56.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +4.7% | +2.2% | +2.4% | +4.3% |
| 30D | +2.6% | +8.4% | -5.8% | +1.1% |
| 3M | +6.6% | +12.1% | -5.5% | +4.1% |
| 6M | +16.5% | +19.7% | -3.2% | +12.2% |
| YTD | +21.2% | +58.4% | -37.2% | +10.7% |
| 1Y | +17.9% | +67.2% | -49.3% | +6.6% |
| 3Y | +129.8% | +125.0% | +4.8% | +93.0% |
| 5Y | +133.0% | +355.1% | -222.0% | +62.7% |
| All | +210.9% | +267.2% | -56.3% | +106.7% |
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