+86.2%
SU vs PNR
-31.2%
+117.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.8% | -3.9% |
| 7D | -7.1% | +11.9% | -19.0% | -5.3% |
| 30D | +4.8% | +37.1% | -32.4% | +10.1% |
| 3M | +12.5% | +5.7% | +6.8% | +14.8% |
| 6M | +6.5% | -5.7% | +12.1% | +8.3% |
| YTD | +65.8% | -29.8% | +95.6% | +69.7% |
| 1Y | +86.2% | -31.8% | +117.9% | +90.9% |
| All | +86.2% | -31.2% | +117.3% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling