+232.4%
PM vs SUI
+115.7%
+116.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | -5.2% | +6.2% | -11.4% | -7.2% |
| 30D | +2.7% | +8.6% | -5.9% | -0.2% |
| 3M | +6.1% | +1.0% | +5.1% | +5.6% |
| 6M | +18.0% | -2.6% | +20.6% | +18.8% |
| YTD | +26.6% | -0.1% | +26.7% | +26.1% |
| 1Y | +36.7% | +0.5% | +36.2% | +35.8% |
| 3Y | +146.0% | +15.3% | +130.8% | +129.3% |
| 5Y | +164.1% | -26.1% | +190.2% | +183.4% |
| All | +232.4% | +115.7% | +116.7% | +128.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling