-2.4%
PNR vs SUI
-26.3%
+23.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.7% |
| 7D | +2.8% | +6.2% | -3.4% | 0.0% |
| 30D | +31.2% | +8.6% | +22.6% | +25.6% |
| 3M | -2.1% | +1.0% | -3.1% | -3.0% |
| 6M | -14.0% | -2.6% | -11.4% | -13.4% |
| YTD | -33.6% | -0.1% | -33.5% | -34.1% |
| 1Y | -35.2% | +0.5% | -35.7% | -35.9% |
| 3Y | +15.8% | +15.3% | +0.6% | +3.7% |
| All | -2.4% | -26.3% | +23.9% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling