+131.5%
PM vs SU
+341.5%
-210.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.9% |
| 3M | +4.6% | +11.7% | -7.1% | +3.2% |
| 6M | +11.7% | +21.9% | -10.2% | +9.1% |
| YTD | +20.4% | +58.6% | -38.3% | +14.2% |
| 1Y | +19.0% | +66.5% | -47.6% | +12.3% |
| 3Y | +130.4% | +121.4% | +8.9% | +108.0% |
| 5Y | +131.5% | +355.7% | -224.3% | +86.5% |
| All | +131.5% | +341.5% | -210.0% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling