+2,140.2%
SU vs PBR
+1,899.4%
+240.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +2.2% | +5.4% | -3.1% | -0.2% |
| 30D | +8.4% | +22.9% | -14.4% | -1.2% |
| 3M | +12.1% | +19.6% | -7.5% | +3.4% |
| 6M | +19.7% | +16.5% | +3.2% | +11.4% |
| YTD | +58.4% | +86.7% | -28.2% | +19.1% |
| 1Y | +67.2% | +74.7% | -7.5% | +29.2% |
| 3Y | +125.0% | +102.6% | +22.5% | +59.8% |
| 5Y | +355.1% | +566.6% | -211.5% | +79.1% |
| 10Y | +263.7% | +686.1% | -422.4% | +10.0% |
| All | +2,140.2% | +1,899.4% | +240.9% | +456.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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