+763.1%
PM vs SUI
+1,586.3%
-823.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.9% |
| 7D | -4.9% | -2.8% | -2.0% | -4.1% |
| 30D | -3.4% | -1.2% | -2.2% | -3.0% |
| 3M | +5.2% | -1.7% | +6.9% | +5.7% |
| 6M | +3.7% | -10.5% | +14.2% | +6.9% |
| YTD | +15.8% | -1.8% | +17.6% | +16.2% |
| 1Y | +17.4% | -4.1% | +21.5% | +18.4% |
| 3Y | +116.9% | +11.3% | +105.7% | +107.1% |
| 5Y | +117.3% | -32.1% | +149.4% | +134.8% |
| 10Y | +193.8% | +110.4% | +83.3% | +129.4% |
| All | +763.1% | +1,586.3% | -823.1% | +292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling