+149.2%
PM vs SUI
+16.6%
+132.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -5.2% | +6.2% | -11.4% | -6.9% |
| 30D | +2.7% | +8.6% | -5.9% | +0.2% |
| 3M | +6.1% | +1.0% | +5.1% | +5.7% |
| 6M | +18.0% | -2.6% | +20.6% | +18.6% |
| YTD | +26.6% | -0.1% | +26.7% | +26.3% |
| 1Y | +36.7% | +0.5% | +36.2% | +36.1% |
| All | +149.2% | +16.6% | +132.6% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling