+223.9%
PR vs SUI
-25.7%
+249.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.0% |
| 7D | -16.5% | +8.8% | -25.3% | -18.5% |
| 30D | -4.5% | +8.9% | -13.5% | -7.0% |
| 3M | +8.5% | +2.0% | +6.5% | +7.6% |
| 6M | -3.3% | -0.6% | -2.7% | -3.6% |
| YTD | +55.7% | +1.3% | +54.4% | +53.9% |
| 1Y | +82.0% | +1.3% | +80.8% | +80.0% |
| 3Y | +62.5% | +16.3% | +46.2% | +49.6% |
| 5Y | +223.9% | -25.1% | +249.0% | +270.0% |
| All | +223.9% | -25.7% | +249.6% | +270.0% |
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