-15.9%
PNR vs SUI
-32.0%
+16.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | -2.4% | -2.8% | +0.5% | -1.0% |
| 30D | -12.8% | -1.2% | -11.6% | -12.3% |
| 3M | -17.0% | -1.7% | -15.2% | -16.4% |
| 6M | -37.4% | -10.5% | -26.9% | -34.2% |
| YTD | -41.6% | -1.8% | -39.8% | -41.3% |
| 1Y | -44.6% | -4.1% | -40.5% | -43.9% |
| 3Y | -12.1% | +11.3% | -23.4% | -19.8% |
| All | -15.9% | -32.0% | +16.1% | +0.8% |
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