+128.3%
PM vs SU
+120.3%
+8.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.9% | +1.7% | +0.3% | +1.8% |
| 30D | +1.9% | +9.6% | -7.7% | +1.3% |
| 3M | +4.6% | +11.7% | -7.1% | +3.7% |
| 6M | +11.7% | +21.9% | -10.2% | +10.1% |
| YTD | +20.4% | +58.6% | -38.3% | +16.7% |
| 1Y | +19.0% | +66.5% | -47.6% | +14.9% |
| All | +128.3% | +120.3% | +8.0% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling