+763.1%
PM vs SU
+116.0%
+647.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -4.9% | +3.6% | -8.4% | -5.5% |
| 30D | -3.4% | +7.9% | -11.3% | -4.9% |
| 3M | +5.2% | +3.5% | +1.7% | +4.1% |
| 6M | +3.7% | +19.0% | -15.2% | -0.2% |
| YTD | +15.8% | +55.0% | -39.2% | +5.9% |
| 1Y | +17.4% | +71.2% | -53.8% | +5.2% |
| 3Y | +116.9% | +117.4% | -0.5% | +82.6% |
| 5Y | +117.3% | +335.2% | -217.8% | +54.4% |
| 10Y | +193.8% | +248.7% | -55.0% | +103.0% |
| All | +763.1% | +116.0% | +647.2% | +412.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling