+229.6%
PM vs SUI
+115.7%
+113.8%
-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 | +5.2% | +1.0% | +4.2% | +4.7% |
| 6M | +17.0% | -2.6% | +19.6% | +17.8% |
| YTD | +25.5% | -0.1% | +25.6% | +25.0% |
| 1Y | +35.5% | +0.5% | +35.0% | +34.7% |
| 3Y | +143.9% | +15.3% | +128.7% | +127.4% |
| 5Y | +161.8% | -26.1% | +188.0% | +181.0% |
| All | +229.6% | +115.7% | +113.8% | +126.1% |
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