+852.8%
PM vs SUI
+1,641.0%
-788.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.8% |
| 7D | -3.4% | +8.8% | -12.1% | -5.7% |
| 30D | +5.8% | +8.9% | -3.1% | +3.2% |
| 3M | +6.7% | +2.0% | +4.6% | +5.9% |
| 6M | +19.9% | -0.6% | +20.5% | +19.9% |
| YTD | +27.8% | +1.3% | +26.4% | +26.9% |
| 1Y | +39.4% | +1.3% | +38.1% | +38.4% |
| 3Y | +146.9% | +16.3% | +130.6% | +132.8% |
| 5Y | +166.6% | -25.1% | +191.7% | +179.8% |
| 10Y | +242.1% | +121.1% | +121.0% | +163.2% |
| All | +852.8% | +1,641.0% | -788.1% | +328.4% |
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 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