+2,000.0%
PNR vs SUI
+4,109.4%
-2,109.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.8% |
| 7D | +2.8% | +6.2% | -3.4% | +0.4% |
| 30D | +31.2% | +8.6% | +22.6% | +26.4% |
| 3M | -2.1% | +1.0% | -3.1% | -2.8% |
| 6M | -14.0% | -2.6% | -11.4% | -13.4% |
| YTD | -33.6% | -0.1% | -33.5% | -34.0% |
| 1Y | -35.2% | +0.5% | -35.7% | -35.7% |
| 3Y | +15.8% | +15.3% | +0.6% | +6.8% |
| 5Y | -1.8% | -26.1% | +24.3% | +7.4% |
| 10Y | +117.0% | +117.8% | -0.9% | +51.3% |
| All | +2,000.0% | +4,109.4% | -2,109.4% | +511.4% |
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