+1,747.1%
PNR vs SUI
+4,037.5%
-2,290.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | -2.4% | -2.8% | +0.5% | -1.2% |
| 30D | -12.8% | -1.2% | -11.6% | -12.4% |
| 3M | -17.0% | -1.7% | -15.2% | -16.5% |
| 6M | -37.4% | -10.5% | -26.9% | -34.6% |
| 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% | -17.7% |
| 5Y | -17.4% | -32.1% | +14.7% | -6.2% |
| 10Y | +64.0% | +110.4% | -46.5% | +16.2% |
| All | +1,747.1% | +4,037.5% | -2,290.4% | +443.4% |
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